+61.4%
WABC vs SPY
+312.5%
-251.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | -1.1% | -0.4% | -0.7% | -0.8% |
| 30D | -0.5% | -1.4% | +0.9% | +0.6% |
| 3M | +3.9% | +3.7% | +0.2% | +0.7% |
| 6M | +18.6% | +13.0% | +5.6% | +7.0% |
| YTD | +25.0% | +12.4% | +12.6% | +13.3% |
| 1Y | +23.5% | +18.5% | +5.0% | +7.1% |
| 3Y | +48.9% | +77.6% | -28.7% | -7.6% |
| 5Y | +24.9% | +81.7% | -56.8% | -25.3% |
| 10Y | +61.4% | +319.7% | -258.2% | -63.5% |
| All | +61.4% | +312.5% | -251.1% | -63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling