-20.8%
WALD vs SPY
+17.2%
-38.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.9% |
| 7D | -2.9% | -2.0% | -0.9% | +0.1% |
| 30D | +1.5% | -1.7% | +3.2% | +4.1% |
| 3M | -28.9% | +4.7% | -33.6% | -34.4% |
| 6M | -13.6% | +12.5% | -26.1% | -26.9% |
| YTD | -29.3% | +11.7% | -41.0% | -40.0% |
| 1Y | -20.8% | +17.5% | -38.3% | -36.0% |
| All | -20.8% | +17.2% | -38.1% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling