+79.0%
WD vs SPY
+312.9%
-233.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.3% |
| 7D | +12.2% | -2.7% | +14.9% | +15.7% |
| 30D | +15.0% | -5.4% | +20.4% | +22.5% |
| 3M | -10.3% | -4.1% | -6.2% | -6.0% |
| 6M | -24.3% | +0.7% | -25.0% | -25.6% |
| YTD | -32.1% | +8.7% | -40.8% | -39.2% |
| 1Y | -41.9% | +10.9% | -52.8% | -49.4% |
| 3Y | -41.1% | +75.0% | -116.1% | -71.5% |
| 5Y | -68.4% | +67.8% | -136.2% | -83.6% |
| All | +79.0% | +312.9% | -233.8% | -69.5% |
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