-84.7%
WYY vs SPY
+1,030.5%
-1,115.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | +9.3% | +0.1% | +9.2% | +9.3% |
| 30D | +5.3% | +0.1% | +5.3% | +5.5% |
| 3M | -3.1% | +2.0% | -5.1% | -4.2% |
| 6M | +130.4% | +13.0% | +117.4% | +111.9% |
| YTD | +103.4% | +13.5% | +89.8% | +86.7% |
| 1Y | +118.8% | +20.0% | +98.9% | +93.9% |
| 3Y | +474.7% | +77.2% | +397.5% | +294.3% |
| 5Y | +103.4% | +81.9% | +21.5% | +35.2% |
| 10Y | +132.3% | +314.1% | -181.7% | -13.2% |
| All | -84.7% | +1,030.5% | -1,115.2% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling