+8.5%
WDI vs SPY
+89.6%
-81.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.4% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +2.5% | -3.3% | +5.8% | +3.9% |
| 3M | -6.3% | -2.4% | -3.9% | -5.4% |
| 6M | -8.3% | +2.6% | -10.9% | -9.4% |
| YTD | -4.9% | +11.2% | -16.2% | -9.2% |
| 1Y | -5.4% | +13.4% | -18.8% | -10.3% |
| 3Y | +33.4% | +79.9% | -46.5% | +3.7% |
| 5Y | +10.9% | +72.2% | -61.3% | -15.1% |
| All | +8.5% | +89.6% | -81.0% | -17.6% |
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