+7.4%
WBI vs SPY
+14.6%
-7.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.7% | -9.7% | -8.5% |
| 7D | -13.7% | -0.7% | -13.0% | -13.4% |
| 30D | -10.9% | -1.0% | -9.9% | -10.5% |
| 3M | -22.1% | -0.3% | -21.7% | -21.8% |
| 6M | -13.0% | +7.3% | -20.3% | -13.6% |
| YTD | +30.8% | +13.3% | +17.5% | +30.6% |
| 1Y | +7.4% | +14.8% | -7.4% | +5.5% |
| All | +7.4% | +14.6% | -7.3% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling