-86.1%
WALD vs SPY
+101.0%
-187.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | -7.4% | +0.1% | -7.5% | -7.5% |
| 3M | -21.7% | +2.0% | -23.7% | -22.8% |
| 6M | -13.8% | +13.0% | -26.8% | -19.5% |
| YTD | -27.1% | +13.5% | -40.7% | -32.0% |
| 1Y | -13.8% | +20.0% | -33.8% | -22.0% |
| 3Y | -82.7% | +77.2% | -159.8% | -85.9% |
| 5Y | -86.1% | +81.9% | -168.0% | -88.7% |
| All | -86.1% | +101.0% | -187.1% | -88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling