-81.3%
WB vs SPY
+315.0%
-396.3%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -4.1% |
| 7D | +0.9% | +0.1% | +0.9% | +0.6% |
| 30D | -2.0% | -3.3% | +1.3% | +1.0% |
| 3M | -19.3% | -2.4% | -16.9% | -17.6% |
| 6M | -24.5% | +2.6% | -27.1% | -26.8% |
| YTD | -32.9% | +11.2% | -44.1% | -39.9% |
| 1Y | -34.3% | +13.4% | -47.7% | -42.3% |
| 3Y | -25.8% | +79.9% | -105.7% | -59.6% |
| 5Y | -79.3% | +72.2% | -151.5% | -88.2% |
| 10Y | -81.3% | +307.3% | -388.6% | -97.0% |
| All | -81.3% | +315.0% | -396.3% | -97.0% |
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 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