+59.5%
WDIV vs SPY
+82.0%
-22.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +2.1% | +0.1% | +2.1% | +2.1% |
| 3M | +6.7% | +2.0% | +4.7% | +5.5% |
| 6M | +9.3% | +13.0% | -3.7% | +2.5% |
| YTD | +16.2% | +13.5% | +2.7% | +8.6% |
| 1Y | +23.2% | +20.0% | +3.2% | +11.8% |
| 3Y | +69.6% | +77.2% | -7.6% | +22.6% |
| All | +59.5% | +82.0% | -22.5% | +11.5% |
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