+78.6%
WBIL vs SPY
+307.0%
-228.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +1.9% | +2.6% | -0.7% | +0.6% |
| 30D | -5.9% | -2.0% | -3.9% | -5.0% |
| 3M | -9.9% | -2.8% | -7.1% | -8.6% |
| 6M | +2.7% | +2.1% | +0.6% | +1.8% |
| YTD | +8.3% | +11.5% | -3.2% | +3.1% |
| 1Y | +8.6% | +13.5% | -4.9% | +2.6% |
| 3Y | +29.6% | +77.7% | -48.1% | +1.6% |
| 5Y | +24.4% | +72.6% | -48.2% | -2.0% |
| All | +78.6% | +307.0% | -228.4% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling