+30.7%
WAFD vs SPY
+78.0%
-47.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | -1.1% |
| 7D | -2.2% | +0.1% | -2.3% | -2.4% |
| 30D | +0.8% | -3.3% | +4.2% | +3.6% |
| 3M | -19.5% | -2.4% | -17.1% | -18.0% |
| 6M | -15.2% | +2.6% | -17.8% | -17.6% |
| YTD | -5.1% | +11.2% | -16.4% | -14.5% |
| 1Y | +1.5% | +13.4% | -11.9% | -10.3% |
| 3Y | +30.7% | +79.9% | -49.2% | -41.0% |
| All | +30.7% | +78.0% | -47.3% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling