-84.3%
WALD vs SPY
+78.7%
-163.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.1% |
| 7D | -4.4% | +0.5% | -5.0% | -5.1% |
| 30D | -7.2% | -0.9% | -6.3% | -6.1% |
| 3M | -21.3% | +3.9% | -25.2% | -25.4% |
| 6M | -17.8% | +14.5% | -32.4% | -29.7% |
| YTD | -31.4% | +12.9% | -44.3% | -40.4% |
| 1Y | -29.5% | +19.4% | -48.9% | -42.9% |
| 3Y | -84.3% | +78.5% | -162.8% | -91.0% |
| All | -84.3% | +78.7% | -163.0% | -91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling