+29.2%
WBX vs SPY
+78.7%
-49.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.2% | +8.2% |
| 7D | +20.4% | +0.5% | +19.9% | +18.4% |
| 30D | +4.7% | -0.9% | +5.7% | +7.3% |
| 3M | +23.8% | +3.9% | +19.9% | +10.6% |
| 6M | +22.5% | +14.5% | +8.0% | -19.7% |
| YTD | +51.3% | +12.9% | +38.4% | +3.0% |
| 1Y | -9.9% | +19.4% | -29.3% | -49.2% |
| 3Y | +29.2% | +78.5% | -49.3% | -58.5% |
| All | +29.2% | +78.7% | -49.5% | -58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling