-76.0%
WAFU vs SPY
+74.6%
-150.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | -0.4% |
| 7D | -3.8% | -0.9% | -2.9% | -3.4% |
| 30D | -5.7% | -2.4% | -3.4% | -4.6% |
| 3M | -16.2% | -1.2% | -15.1% | -15.9% |
| 6M | -14.8% | +3.3% | -18.1% | -16.9% |
| YTD | -10.6% | +12.3% | -22.9% | -17.3% |
| 1Y | -24.6% | +12.4% | -37.0% | -30.3% |
| 3Y | -19.8% | +78.8% | -98.6% | -44.1% |
| 5Y | -76.0% | +75.2% | -151.2% | -81.3% |
| All | -76.0% | +74.6% | -150.7% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling