+26.3%
WBIG vs SPY
+366.4%
-340.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.1% |
| 7D | -1.8% | -0.8% | -1.1% | -1.5% |
| 30D | -1.3% | -1.1% | -0.3% | -0.9% |
| 3M | +4.1% | +3.9% | +0.2% | +2.4% |
| 6M | +10.7% | +13.6% | -2.9% | +4.9% |
| YTD | +13.5% | +12.7% | +0.8% | +7.9% |
| 1Y | +16.5% | +17.5% | -1.0% | +8.9% |
| 3Y | +22.9% | +76.9% | -54.0% | -2.7% |
| 5Y | +9.7% | +83.6% | -73.8% | -14.9% |
| 10Y | +58.4% | +320.7% | -262.3% | -12.1% |
| All | +26.3% | +366.4% | -340.1% | -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 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