-78.7%
WBX vs SPY
+96.4%
-175.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.3% | -11.9% | -13.2% |
| 7D | -18.6% | -0.9% | -17.7% | -17.9% |
| 30D | -20.7% | -2.4% | -18.3% | -17.7% |
| 3M | -33.2% | -1.2% | -32.1% | -32.6% |
| 6M | -18.0% | +3.3% | -21.3% | -23.8% |
| YTD | -6.4% | +12.3% | -18.7% | -27.0% |
| 1Y | -42.2% | +12.4% | -54.7% | -54.9% |
| 3Y | +58.7% | +78.8% | -20.1% | -33.3% |
| 5Y | -87.1% | +75.2% | -162.3% | -94.6% |
| All | -78.7% | +96.4% | -175.2% | -91.2% |
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