+262.6%
WAL vs SPY
+848.0%
-585.4%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.5% |
| 7D | +3.1% | +0.1% | +3.0% | +2.9% |
| 30D | -1.9% | +0.1% | -2.0% | -2.0% |
| 3M | +0.8% | +2.0% | -1.2% | -2.5% |
| 6M | +0.3% | +13.0% | -12.7% | -16.6% |
| YTD | -2.2% | +13.5% | -15.8% | -19.1% |
| 1Y | -9.5% | +20.0% | -29.5% | -31.0% |
| 3Y | +68.6% | +77.2% | -8.6% | -26.5% |
| 5Y | -7.5% | +81.9% | -89.4% | -59.1% |
| 10Y | +145.9% | +314.1% | -168.1% | -66.2% |
| All | +262.6% | +848.0% | -585.4% | -79.0% |
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