+1,676.1%
WABC vs SPY
+3,056.6%
-1,380.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.5% |
| 7D | -2.7% | -0.9% | -1.8% | -2.1% |
| 30D | +1.8% | -2.4% | +4.1% | +3.6% |
| 3M | +2.1% | -1.2% | +3.2% | +2.8% |
| 6M | +11.8% | +3.3% | +8.5% | +7.9% |
| YTD | +28.9% | +12.3% | +16.6% | +15.5% |
| 1Y | +27.4% | +12.4% | +15.0% | +14.0% |
| 3Y | +41.3% | +78.8% | -37.5% | -16.2% |
| 5Y | +22.3% | +75.2% | -52.8% | -27.8% |
| 10Y | +42.4% | +311.1% | -268.7% | -61.1% |
| All | +1,676.1% | +3,056.6% | -1,380.5% | +61.4% |
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