+27.0%
WBSPG vs SPY
+77.9%
-50.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -1.3% | -2.0% | +0.7% | -0.8% |
| 30D | +1.2% | +1.9% | -0.7% | +0.7% |
| 3M | +0.2% | +3.1% | -2.9% | -0.6% |
| 6M | -0.9% | +11.2% | -12.1% | -3.7% |
| YTD | +4.3% | +12.4% | -8.1% | +1.1% |
| 1Y | +3.3% | +20.8% | -17.6% | -1.9% |
| 3Y | +37.0% | +81.3% | -44.4% | +14.7% |
| All | +27.0% | +77.9% | -50.9% | +2.8% |
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