+123.6%
WAL vs SPY
+315.0%
-191.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | -1.3% |
| 7D | -1.9% | +0.1% | -1.9% | -2.1% |
| 30D | +3.9% | -3.3% | +7.3% | +9.0% |
| 3M | -4.6% | -2.4% | -2.2% | -1.3% |
| 6M | -4.7% | +2.6% | -7.3% | -8.9% |
| YTD | -6.8% | +11.2% | -18.0% | -20.7% |
| 1Y | -1.5% | +13.4% | -14.9% | -18.6% |
| 3Y | +87.1% | +79.9% | +7.2% | -20.8% |
| 5Y | -28.3% | +72.2% | -100.5% | -66.1% |
| 10Y | +123.6% | +307.3% | -183.7% | -67.7% |
| All | +123.6% | +315.0% | -191.4% | -67.7% |
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