-47.7%
WALD vs SPY
+4.6%
-52.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.7% | N/A |
| 7D | -10.5% | -0.3% | -10.2% | N/A |
| 30D | -28.0% | +1.7% | -29.7% | N/A |
| All | -47.7% | +4.6% | -52.3% | N/A |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Cumulative alpha will appear once a trailing regression window supports a beta estimate.
Updating return analytics…
1y analysis · Full analysis span regression · Available span rolling