-86.5%
WALD vs SPY
+81.0%
-167.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.4% |
| 7D | -1.5% | -0.4% | -1.1% | -1.2% |
| 30D | -4.3% | -1.4% | -2.9% | -3.5% |
| 3M | -19.9% | +3.7% | -23.6% | -21.8% |
| 6M | -15.8% | +13.0% | -28.8% | -21.3% |
| YTD | -29.3% | +12.4% | -41.7% | -33.7% |
| 1Y | -28.1% | +18.5% | -46.6% | -34.6% |
| 3Y | -83.8% | +77.6% | -161.5% | -86.8% |
| 5Y | -86.5% | +81.7% | -168.2% | -89.0% |
| All | -86.5% | +81.0% | -167.5% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling