-68.2%
WBX vs SPY
+81.0%
-149.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.5% | -10.6% | -10.1% |
| 7D | +7.5% | -0.4% | +7.9% | +8.4% |
| 30D | -4.5% | -1.4% | -3.2% | -1.8% |
| 3M | +12.5% | +3.7% | +8.8% | +4.7% |
| 6M | +9.0% | +13.0% | -4.0% | -15.6% |
| YTD | +34.6% | +12.4% | +22.2% | +5.3% |
| 1Y | -18.4% | +18.5% | -36.9% | -42.9% |
| 3Y | +15.0% | +77.6% | -62.7% | -52.4% |
| 5Y | -68.2% | +81.7% | -149.9% | -87.1% |
| All | -68.2% | +81.0% | -149.2% | -87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling