-36.4%
WAFU vs SPY
+76.5%
-113.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | -2.9% | -0.4% | -2.5% | -2.7% |
| 30D | -6.2% | -1.4% | -4.8% | -5.6% |
| 3M | -21.7% | +3.7% | -25.5% | -23.5% |
| 6M | -19.0% | +13.0% | -32.0% | -25.0% |
| YTD | -12.8% | +12.4% | -25.2% | -19.1% |
| 1Y | -8.7% | +18.5% | -27.3% | -17.7% |
| All | -36.4% | +76.5% | -113.0% | -54.9% |
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 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