+152.9%
WDIV vs SPY
+472.1%
-319.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | 0.0% |
| 7D | 0.0% | +0.1% | -0.1% | -0.2% |
| 30D | +2.4% | -3.3% | +5.7% | +4.7% |
| 3M | -0.5% | -2.4% | +1.9% | +1.0% |
| 6M | +5.5% | +2.6% | +2.9% | +3.4% |
| YTD | +14.0% | +11.2% | +2.8% | +5.6% |
| 1Y | +18.0% | +13.4% | +4.6% | +7.7% |
| 3Y | +76.0% | +79.9% | -3.9% | +13.6% |
| 5Y | +55.7% | +72.2% | -16.4% | +2.6% |
| 10Y | +115.1% | +307.3% | -192.2% | -30.4% |
| All | +152.9% | +472.1% | -319.2% | -37.3% |
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