-79.6%
WB vs SPY
+308.5%
-388.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.2% |
| 7D | -5.3% | +3.3% | -8.6% | -8.3% |
| 30D | -6.7% | -2.7% | -4.0% | -4.5% |
| 3M | -21.1% | -1.7% | -19.4% | -20.0% |
| 6M | -26.9% | +3.1% | -30.0% | -29.5% |
| YTD | -35.9% | +11.9% | -47.8% | -43.0% |
| 1Y | -38.0% | +12.0% | -50.0% | -44.9% |
| 3Y | -28.4% | +78.2% | -106.6% | -60.6% |
| 5Y | -81.5% | +73.2% | -154.8% | -89.5% |
| All | -79.6% | +308.5% | -388.1% | -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