+414.0%
WD vs SPY
+680.1%
-266.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.4% | +8.3% | +8.9% |
| 7D | +14.8% | -4.7% | +19.5% | +20.8% |
| 30D | +13.5% | -5.9% | +19.4% | +21.0% |
| 3M | -21.2% | -4.5% | -16.7% | -17.3% |
| 6M | -19.8% | +1.8% | -21.5% | -21.9% |
| YTD | -30.7% | +8.3% | -39.1% | -37.1% |
| 1Y | -47.3% | +9.3% | -56.7% | -52.7% |
| 3Y | -41.8% | +74.9% | -116.7% | -69.6% |
| 5Y | -67.7% | +67.3% | -135.0% | -82.0% |
| 10Y | +87.4% | +311.6% | -224.1% | -56.0% |
| All | +414.0% | +680.1% | -266.1% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling