-68.8%
WD vs SPY
+74.6%
-143.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -2.9% |
| 7D | +2.9% | -0.9% | +3.8% | +3.6% |
| 30D | +22.1% | -2.4% | +24.5% | +25.0% |
| 3M | -6.9% | -1.2% | -5.7% | -6.0% |
| 6M | -24.5% | +3.3% | -27.7% | -27.8% |
| YTD | -31.4% | +12.3% | -43.7% | -40.6% |
| 1Y | -38.5% | +12.4% | -51.0% | -46.8% |
| 3Y | -38.1% | +78.8% | -116.9% | -70.1% |
| 5Y | -68.8% | +75.2% | -143.9% | -84.8% |
| All | -68.8% | +74.6% | -143.4% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling