-91.5%
WYY vs SPY
+1,014.1%
-1,105.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -2.4% | +3.3% | -5.7% | -4.6% |
| 30D | -12.5% | -2.7% | -9.8% | -10.8% |
| 3M | -47.5% | -1.7% | -45.8% | -47.1% |
| 6M | -27.2% | +3.1% | -30.3% | -29.0% |
| YTD | +12.3% | +11.9% | +0.4% | +3.6% |
| 1Y | -11.7% | +12.0% | -23.7% | -18.6% |
| 3Y | +250.6% | +78.2% | +172.4% | +138.2% |
| 5Y | +15.7% | +73.2% | -57.5% | -20.7% |
| 10Y | +5.8% | +309.6% | -303.9% | -60.4% |
| All | -91.5% | +1,014.1% | -1,105.6% | -98.9% |
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