-65.8%
WAFU vs SPY
+186.8%
-252.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +0.1% | +2.6% | -2.5% | -0.7% |
| 30D | -2.6% | -2.0% | -0.7% | -2.1% |
| 3M | -2.0% | -2.8% | +0.8% | -1.2% |
| 6M | -15.5% | +2.1% | -17.7% | -16.4% |
| YTD | -10.1% | +11.5% | -21.6% | -13.7% |
| 1Y | -25.4% | +13.5% | -38.9% | -28.8% |
| 3Y | -22.5% | +77.7% | -100.2% | -35.0% |
| 5Y | -76.1% | +72.6% | -148.7% | -80.1% |
| All | -65.8% | +186.8% | -252.6% | -57.7% |
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