-66.8%
WAFU vs SPY
+192.1%
-258.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -4.9% | +0.1% | -4.9% | -4.9% |
| 3M | -18.1% | +2.0% | -20.1% | -18.7% |
| 6M | -20.0% | +13.0% | -33.0% | -23.4% |
| YTD | -12.8% | +13.5% | -26.4% | -16.6% |
| 1Y | -7.9% | +20.0% | -27.9% | -13.4% |
| 3Y | -35.2% | +77.2% | -112.4% | -45.6% |
| 5Y | -81.1% | +81.9% | -163.0% | -84.4% |
| All | -66.8% | +192.1% | -258.9% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling