-80.9%
WB vs SPY
+311.3%
-392.3%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.2% |
| 7D | -1.5% | +0.5% | -2.0% | -2.0% |
| 30D | -15.6% | -0.9% | -14.7% | -14.8% |
| 3M | -12.3% | +3.9% | -16.2% | -15.8% |
| 6M | -24.8% | +14.5% | -39.3% | -34.5% |
| YTD | -29.8% | +12.9% | -42.7% | -38.0% |
| 1Y | -37.7% | +19.4% | -57.1% | -47.9% |
| 3Y | -28.5% | +78.5% | -106.9% | -60.7% |
| 5Y | -82.5% | +81.8% | -164.2% | -90.6% |
| 10Y | -80.9% | +311.5% | -392.5% | -96.8% |
| All | -80.9% | +311.3% | -392.3% | -96.8% |
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