-79.9%
WBX vs SPY
+95.7%
-175.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -4.8% |
| 7D | -23.0% | +3.3% | -26.3% | -28.1% |
| 30D | -24.7% | -2.7% | -22.0% | -21.4% |
| 3M | -33.7% | -1.7% | -31.9% | -32.2% |
| 6M | -24.2% | +3.1% | -27.3% | -29.2% |
| YTD | -11.5% | +11.9% | -23.4% | -30.5% |
| 1Y | -41.2% | +12.0% | -53.2% | -53.7% |
| 3Y | +50.0% | +78.2% | -28.2% | -36.5% |
| 5Y | -87.5% | +73.2% | -160.7% | -94.7% |
| All | -79.9% | +95.7% | -175.6% | -91.6% |
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