+91.7%
WD vs SPY
+315.0%
-223.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.9% | +3.3% |
| 7D | +16.0% | +0.1% | +15.9% | +15.6% |
| 30D | +25.7% | -3.3% | +29.0% | +30.5% |
| 3M | -5.1% | -2.4% | -2.6% | -2.5% |
| 6M | -21.7% | +2.6% | -24.3% | -24.7% |
| YTD | -27.8% | +11.2% | -39.1% | -37.2% |
| 1Y | -36.7% | +13.4% | -50.1% | -46.3% |
| 3Y | -33.4% | +79.9% | -113.3% | -68.8% |
| 5Y | -66.9% | +72.2% | -139.1% | -83.4% |
| 10Y | +91.7% | +307.3% | -215.6% | -69.9% |
| All | +91.7% | +315.0% | -223.3% | -69.9% |
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