-82.6%
WB vs SPY
+82.0%
-164.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | -3.9% | +0.1% | -4.0% | -4.0% |
| 30D | -15.5% | +0.1% | -15.5% | -15.5% |
| 3M | -14.4% | +2.0% | -16.4% | -16.1% |
| 6M | -25.5% | +13.0% | -38.5% | -33.6% |
| YTD | -29.6% | +13.5% | -43.2% | -37.5% |
| 1Y | -37.7% | +20.0% | -57.6% | -47.3% |
| 3Y | -34.9% | +77.2% | -112.1% | -62.5% |
| All | -82.6% | +82.0% | -164.6% | -90.5% |
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