-40.0%
WD vs SPY
+74.5%
-114.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.4% | +8.3% | +8.4% |
| 7D | +14.8% | -4.7% | +19.5% | +20.2% |
| 30D | +13.5% | -5.9% | +19.4% | +20.3% |
| 3M | -21.2% | -4.5% | -16.7% | -17.7% |
| 6M | -19.8% | +1.8% | -21.5% | -21.9% |
| YTD | -30.7% | +8.3% | -39.1% | -36.9% |
| 1Y | -47.3% | +9.3% | -56.7% | -52.5% |
| All | -40.0% | +74.5% | -114.5% | -76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling