+103.4%
WYY vs SPY
+81.8%
+21.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | +6.0% | +0.5% | +5.4% | +5.6% |
| 30D | -6.2% | -0.9% | -5.3% | -5.4% |
| 3M | -3.8% | +3.9% | -7.7% | -6.3% |
| 6M | +134.1% | +14.5% | +119.6% | +110.7% |
| YTD | +101.9% | +12.9% | +88.9% | +84.0% |
| 1Y | +106.1% | +19.4% | +86.7% | +80.8% |
| 3Y | +485.9% | +78.5% | +407.5% | +310.7% |
| 5Y | +103.4% | +81.8% | +21.6% | +39.1% |
| All | +103.4% | +81.8% | +21.6% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling