+150.2%
WDFC vs SPY
+312.9%
-162.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | +0.4% | -2.7% | +3.1% | +1.9% |
| 30D | +10.5% | -5.4% | +15.9% | +13.7% |
| 3M | -3.7% | -4.1% | +0.4% | -1.6% |
| 6M | +6.0% | +0.7% | +5.3% | +5.3% |
| YTD | +14.7% | +8.7% | +6.0% | +9.1% |
| 1Y | +16.3% | +10.9% | +5.4% | +9.3% |
| 3Y | +5.5% | +75.0% | -69.5% | -25.4% |
| 5Y | +3.3% | +67.8% | -64.5% | -25.7% |
| All | +150.2% | +312.9% | -162.7% | -6.1% |
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