+42.2%
WBI vs SPY
+17.1%
+25.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | +0.2% | -0.8% | +1.0% | +0.5% |
| 30D | +1.7% | -1.1% | +2.8% | +2.1% |
| 3M | +6.0% | +3.9% | +2.2% | +4.2% |
| 6M | +28.1% | +13.6% | +14.5% | +24.7% |
| YTD | +62.2% | +12.7% | +49.6% | +57.6% |
| All | +42.2% | +17.1% | +25.1% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling