+152.7%
WAL vs SPY
+312.5%
-159.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.3% |
| 7D | +0.7% | -0.4% | +1.0% | +1.2% |
| 30D | -0.5% | -1.4% | +0.9% | +1.6% |
| 3M | -2.2% | +3.7% | -5.9% | -7.6% |
| 6M | +9.7% | +13.0% | -3.3% | -8.9% |
| YTD | -3.8% | +12.4% | -16.2% | -19.1% |
| 1Y | -8.0% | +18.5% | -26.5% | -28.5% |
| 3Y | +75.9% | +77.6% | -1.7% | -23.6% |
| 5Y | -8.6% | +81.7% | -90.2% | -59.7% |
| 10Y | +152.7% | +319.7% | -166.9% | -64.5% |
| All | +152.7% | +312.5% | -159.8% | -64.5% |
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