+1,655.9%
WABC vs SPY
+3,091.8%
-1,435.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | -1.2% | +0.1% | -1.2% | -1.3% |
| 3M | +6.3% | +2.0% | +4.3% | +4.1% |
| 6M | +17.6% | +13.0% | +4.6% | +5.2% |
| YTD | +27.4% | +13.5% | +13.9% | +13.5% |
| 1Y | +22.8% | +20.0% | +2.8% | +4.1% |
| 3Y | +46.5% | +77.2% | -30.7% | -12.2% |
| 5Y | +25.2% | +81.9% | -56.7% | -28.4% |
| 10Y | +58.8% | +314.1% | -255.3% | -56.7% |
| All | +1,655.9% | +3,091.8% | -1,435.9% | +58.5% |
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 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