+12.9%
WDI vs SPY
+93.5%
-80.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -2.1% | +0.1% | -2.1% | -2.1% |
| 3M | -2.0% | +2.0% | -4.0% | -2.8% |
| 6M | -3.0% | +13.0% | -16.0% | -7.8% |
| YTD | -1.1% | +13.5% | -14.6% | -6.2% |
| 1Y | -4.4% | +20.0% | -24.3% | -11.4% |
| 3Y | +34.6% | +77.2% | -42.6% | +5.3% |
| 5Y | +12.3% | +81.9% | -69.6% | -14.7% |
| All | +12.9% | +93.5% | -80.6% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling