-67.9%
WBX vs SPY
+97.1%
-165.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | -0.8% |
| 7D | -0.3% | -0.8% | +0.5% | +1.2% |
| 30D | +6.1% | -1.1% | +7.2% | +8.3% |
| 3M | +29.8% | +3.9% | +25.9% | +21.1% |
| 6M | +24.4% | +13.6% | +10.8% | -3.9% |
| YTD | +41.5% | +12.7% | +28.8% | +10.9% |
| 1Y | -20.4% | +17.5% | -37.9% | -42.7% |
| 3Y | +22.6% | +76.9% | -54.3% | -47.3% |
| 5Y | -66.6% | +83.6% | -150.2% | -86.3% |
| All | -67.9% | +97.1% | -165.0% | -86.6% |
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