+148.8%
WDIV vs SPY
+458.9%
-310.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -1.1% | -2.7% | +1.6% | +0.7% |
| 30D | +1.6% | -5.4% | +7.0% | +5.4% |
| 3M | -1.2% | -4.1% | +2.9% | +1.5% |
| 6M | +3.2% | +0.7% | +2.5% | +2.4% |
| YTD | +12.2% | +8.7% | +3.5% | +5.5% |
| 1Y | +16.9% | +10.9% | +6.1% | +8.4% |
| 3Y | +69.9% | +75.0% | -5.1% | +11.7% |
| 5Y | +53.2% | +67.8% | -14.6% | +2.7% |
| 10Y | +114.9% | +312.9% | -197.9% | -31.5% |
| All | +148.8% | +458.9% | -310.1% | -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