-15.9%
WAFDP vs SPY
+113.3%
-129.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | -5.0% | -3.7% | -1.3% | -3.6% |
| 3M | -11.0% | -2.7% | -8.2% | -10.1% |
| 6M | -10.4% | +2.2% | -12.6% | -11.4% |
| YTD | -9.2% | +10.8% | -20.1% | -13.3% |
| 1Y | -6.8% | +11.2% | -18.0% | -11.1% |
| 3Y | +34.2% | +76.5% | -42.3% | +1.0% |
| 5Y | -22.0% | +72.9% | -95.0% | -42.9% |
| All | -15.9% | +113.3% | -129.2% | -40.5% |
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