-99.9%
WBUY vs SPY
+83.0%
-182.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.3% | +4.1% |
| 7D | +1.0% | -0.4% | +1.3% | +1.1% |
| 30D | +4.4% | -1.4% | +5.8% | +5.2% |
| 3M | -4.4% | +3.7% | -8.1% | -7.1% |
| 6M | -2.1% | +13.0% | -15.1% | -10.9% |
| YTD | -27.7% | +12.4% | -40.1% | -33.8% |
| 1Y | -68.1% | +18.5% | -86.7% | -71.9% |
| All | -99.9% | +83.0% | -182.8% | -99.9% |
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