+72.8%
WD vs SPY
+308.5%
-235.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -1.7% |
| 7D | -3.1% | +3.3% | -6.4% | -6.8% |
| 30D | +20.4% | -2.7% | +23.0% | +23.9% |
| 3M | -7.2% | -1.7% | -5.5% | -5.5% |
| 6M | -27.9% | +3.1% | -31.0% | -31.1% |
| YTD | -32.9% | +11.9% | -44.7% | -42.0% |
| 1Y | -38.8% | +12.0% | -50.8% | -47.2% |
| 3Y | -39.4% | +78.2% | -117.6% | -71.3% |
| 5Y | -69.3% | +73.2% | -142.6% | -84.7% |
| All | +72.8% | +308.5% | -235.7% | -73.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling