-46.0%
WD vs SPY
+20.8%
-66.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.6% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | -15.7% | +0.1% | -15.8% | -15.7% |
| 3M | -16.2% | +2.0% | -18.2% | -17.5% |
| 6M | -11.5% | +13.0% | -24.5% | -21.6% |
| YTD | -25.9% | +13.5% | -39.4% | -34.4% |
| 1Y | -46.0% | +20.0% | -65.9% | -54.0% |
| All | -46.0% | +20.8% | -66.8% | -54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling