-79.4%
WBX vs SPY
+95.0%
-174.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +3.1% |
| 7D | -20.3% | +2.6% | -22.9% | -24.5% |
| 30D | -20.3% | -2.0% | -18.3% | -18.0% |
| 3M | -28.9% | -2.8% | -26.1% | -25.7% |
| 6M | -24.3% | +2.1% | -26.4% | -28.0% |
| YTD | -9.4% | +11.5% | -20.9% | -28.3% |
| 1Y | -39.8% | +13.5% | -53.2% | -53.9% |
| 3Y | +51.4% | +77.7% | -26.3% | -35.6% |
| 5Y | -87.2% | +72.6% | -159.8% | -94.5% |
| All | -79.4% | +95.0% | -174.4% | -91.4% |
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