+61.7%
WBIL vs SPY
+364.8%
-303.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.4% |
| 7D | -3.3% | -0.9% | -2.4% | -2.9% |
| 30D | -7.0% | -2.4% | -4.7% | -6.0% |
| 3M | -8.9% | -1.2% | -7.7% | -8.4% |
| 6M | +3.4% | +3.3% | +0.2% | +2.0% |
| YTD | +8.6% | +12.3% | -3.7% | +3.2% |
| 1Y | +7.2% | +12.4% | -5.3% | +1.8% |
| 3Y | +29.8% | +78.8% | -49.0% | +1.3% |
| 5Y | +24.9% | +75.2% | -50.2% | -2.3% |
| 10Y | +82.3% | +311.1% | -228.8% | +1.9% |
| All | +61.7% | +364.8% | -303.1% | -12.1% |
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