+47.2%
WABC vs SPY
+304.1%
-256.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | -0.9% | -0.6% | -0.3% | -0.5% |
| 30D | +2.8% | -3.7% | +6.5% | +5.7% |
| 3M | +3.1% | -2.7% | +5.8% | +5.0% |
| 6M | +10.9% | +2.2% | +8.7% | +8.3% |
| YTD | +29.4% | +10.8% | +18.6% | +18.3% |
| 1Y | +28.3% | +11.2% | +17.0% | +16.8% |
| 3Y | +41.9% | +76.5% | -34.6% | -11.4% |
| 5Y | +23.0% | +72.9% | -49.9% | -23.0% |
| 10Y | +47.2% | +304.8% | -257.6% | -64.0% |
| All | +47.2% | +304.1% | -256.9% | -64.0% |
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