+101.0%
WBIL vs SPY
+312.5%
-211.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -1.4% | -0.4% | -1.0% | -1.2% |
| 30D | -4.4% | -1.4% | -3.0% | -3.8% |
| 3M | +1.5% | +3.7% | -2.3% | -0.2% |
| 6M | +12.5% | +13.0% | -0.5% | +6.4% |
| YTD | +14.1% | +12.4% | +1.7% | +8.2% |
| 1Y | +19.1% | +18.5% | +0.6% | +10.4% |
| 3Y | +32.5% | +77.6% | -45.2% | +3.5% |
| 5Y | +32.2% | +81.7% | -49.4% | +1.9% |
| 10Y | +101.0% | +319.7% | -218.7% | -1.2% |
| All | +101.0% | +312.5% | -211.5% | -1.2% |
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