+39.9%
WDS vs SPY
+20.8%
+19.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -4.1% |
| 7D | -1.3% | +0.1% | -1.4% | -1.2% |
| 30D | +3.4% | +0.1% | +3.4% | +3.4% |
| 3M | +2.1% | +2.0% | +0.1% | +3.0% |
| 6M | +6.8% | +13.0% | -6.3% | +11.5% |
| YTD | +50.1% | +13.5% | +36.6% | +56.0% |
| 1Y | +39.9% | +20.0% | +19.9% | +48.7% |
| All | +39.9% | +20.8% | +19.0% | +48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling