+8.6%
WDI vs SPY
+72.1%
-63.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -2.4% | +2.6% | -5.0% | -3.4% |
| 30D | +0.5% | -2.0% | +2.5% | +1.3% |
| 3M | -10.7% | -2.8% | -7.9% | -9.7% |
| 6M | -10.2% | +2.1% | -12.4% | -11.1% |
| YTD | -8.4% | +11.5% | -19.9% | -12.7% |
| 1Y | -8.1% | +13.5% | -21.6% | -13.0% |
| 3Y | +27.9% | +77.7% | -49.8% | -0.9% |
| All | +8.6% | +72.1% | -63.5% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling