+145.5%
WDFC vs SPY
+315.0%
-169.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | -0.4% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | +11.1% | -3.3% | +14.4% | +13.0% |
| 3M | -4.4% | -2.4% | -1.9% | -3.2% |
| 6M | +8.4% | +2.6% | +5.9% | +6.7% |
| YTD | +15.7% | +11.2% | +4.5% | +8.7% |
| 1Y | +14.9% | +13.4% | +1.5% | +6.7% |
| 3Y | +8.8% | +79.9% | -71.1% | -24.1% |
| 5Y | +4.5% | +72.2% | -67.7% | -25.9% |
| 10Y | +145.5% | +307.3% | -161.8% | -5.2% |
| All | +145.5% | +315.0% | -169.5% | -5.2% |
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 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