-86.7%
WALD vs SPY
+99.5%
-186.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -2.0% |
| 7D | -4.4% | -0.8% | -3.6% | -3.9% |
| 30D | +2.3% | -1.1% | +3.4% | +3.0% |
| 3M | -29.6% | +3.9% | -33.4% | -31.2% |
| 6M | -13.8% | +13.6% | -27.4% | -19.6% |
| YTD | -30.3% | +12.7% | -43.0% | -34.7% |
| 1Y | -26.8% | +17.5% | -44.3% | -33.0% |
| 3Y | -82.3% | +76.9% | -159.2% | -85.5% |
| 5Y | -86.7% | +83.6% | -170.3% | -89.1% |
| All | -86.7% | +99.5% | -186.2% | -89.3% |
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