-5.7%
WDI vs SPY
+19.4%
-25.1%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | -3.2% | -0.9% | -2.2% | -2.8% |
| 3M | -1.3% | +3.9% | -5.2% | -2.7% |
| 6M | -1.8% | +14.5% | -16.3% | -7.0% |
| YTD | -1.7% | +12.9% | -14.6% | -6.6% |
| 1Y | -5.7% | +19.4% | -25.0% | -11.8% |
| All | -5.7% | +19.4% | -25.1% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling