-6.4%
WAL vs SPY
+81.8%
-88.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.4% |
| 7D | +3.5% | +0.5% | +2.9% | +2.6% |
| 30D | -1.2% | -0.9% | -0.3% | +0.3% |
| 3M | +0.4% | +3.9% | -3.5% | -5.9% |
| 6M | +9.3% | +14.5% | -5.2% | -12.9% |
| YTD | -3.4% | +12.9% | -16.4% | -20.9% |
| 1Y | -8.7% | +19.4% | -28.0% | -31.7% |
| 3Y | +76.5% | +78.5% | -2.0% | -32.4% |
| 5Y | -6.4% | +81.8% | -88.2% | -64.5% |
| All | -6.4% | +81.8% | -88.2% | -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 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