-54.8%
WB vs SPY
+387.3%
-442.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.8% |
| 7D | +5.2% | -2.7% | +7.9% | +8.0% |
| 30D | +0.8% | -5.4% | +6.2% | +6.5% |
| 3M | -17.1% | -4.1% | -13.0% | -13.7% |
| 6M | -22.9% | +0.7% | -23.6% | -24.0% |
| YTD | -31.6% | +8.7% | -40.3% | -37.7% |
| 1Y | -34.0% | +10.9% | -44.9% | -41.2% |
| 3Y | -30.4% | +75.0% | -105.4% | -62.5% |
| 5Y | -78.8% | +67.8% | -146.6% | -88.1% |
| 10Y | -79.9% | +312.9% | -392.7% | -96.5% |
| All | -54.8% | +387.3% | -442.1% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling