-79.2%
WB vs SPY
+67.4%
-146.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.8% |
| 7D | +5.2% | -2.7% | +7.9% | +7.6% |
| 30D | +0.8% | -5.4% | +6.2% | +5.8% |
| 3M | -17.1% | -4.1% | -13.0% | -14.1% |
| 6M | -22.9% | +0.7% | -23.6% | -23.8% |
| YTD | -31.6% | +8.7% | -40.3% | -37.0% |
| 1Y | -34.0% | +10.9% | -44.9% | -40.4% |
| 3Y | -30.4% | +75.0% | -105.4% | -60.0% |
| All | -79.2% | +67.4% | -146.6% | -88.0% |
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 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