+58.7%
WBIF vs SPY
+362.4%
-303.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -3.4% | -2.0% | -1.4% | -2.5% |
| 30D | -3.1% | -1.7% | -1.4% | -2.3% |
| 3M | +5.5% | +4.7% | +0.8% | +3.3% |
| 6M | +11.7% | +12.5% | -0.8% | +5.9% |
| YTD | +15.9% | +11.7% | +4.2% | +10.2% |
| 1Y | +19.2% | +17.5% | +1.7% | +10.9% |
| 3Y | +31.9% | +76.6% | -44.7% | +2.9% |
| 5Y | +19.2% | +82.0% | -62.8% | -8.7% |
| 10Y | +79.4% | +317.1% | -237.7% | -5.7% |
| All | +58.7% | +362.4% | -303.7% | -19.1% |
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