-80.4%
WB vs SPY
+72.1%
-152.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.0% |
| 7D | -5.7% | +2.6% | -8.3% | -7.9% |
| 30D | -5.4% | -2.0% | -3.4% | -3.9% |
| 3M | -19.4% | -2.8% | -16.6% | -17.5% |
| 6M | -29.3% | +2.1% | -31.4% | -31.1% |
| YTD | -35.5% | +11.5% | -47.0% | -42.0% |
| 1Y | -35.9% | +13.5% | -49.4% | -43.4% |
| 3Y | -26.9% | +77.7% | -104.6% | -58.7% |
| All | -80.4% | +72.1% | -152.5% | -89.0% |
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