-16.0%
WAFU vs SPY
+17.2%
-33.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | 0.0% | -2.0% | +2.0% | +0.6% |
| 30D | -17.7% | -1.7% | -16.1% | -17.3% |
| 3M | -27.5% | +4.7% | -32.2% | -29.0% |
| 6M | -18.9% | +12.5% | -31.4% | -24.7% |
| YTD | -12.2% | +11.7% | -23.9% | -18.5% |
| 1Y | -16.0% | +17.5% | -33.4% | -20.9% |
| All | -16.0% | +17.2% | -33.2% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling