+73.5%
WBIL vs SPY
+370.0%
-296.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -0.3% | +0.1% | -0.4% | -0.3% |
| 3M | 0.0% | +2.0% | -2.0% | -0.9% |
| 6M | +13.2% | +13.0% | +0.2% | +7.1% |
| YTD | +16.6% | +13.5% | +3.0% | +10.1% |
| 1Y | +23.0% | +20.0% | +3.0% | +13.5% |
| 3Y | +32.7% | +77.2% | -44.5% | +3.9% |
| 5Y | +32.1% | +81.9% | -49.8% | +1.8% |
| 10Y | +99.2% | +314.1% | -214.9% | +10.9% |
| All | +73.5% | +370.0% | -296.5% | -6.3% |
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