-36.2%
WD vs SPY
+11.9%
-48.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.3% |
| 7D | +13.6% | -0.6% | +14.2% | +13.6% |
| 30D | +21.1% | -3.7% | +24.8% | +24.8% |
| 3M | -6.3% | -2.7% | -3.6% | -4.4% |
| 6M | -24.6% | +2.2% | -26.7% | -27.0% |
| YTD | -30.5% | +10.8% | -41.3% | -38.6% |
| 1Y | -36.2% | +11.2% | -47.5% | -43.8% |
| All | -36.2% | +11.9% | -48.1% | -43.8% |
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