+96.5%
WDS vs SPY
+318.9%
-222.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.7% |
| 7D | +3.2% | -2.0% | +5.2% | +5.2% |
| 30D | +5.1% | -1.7% | +6.7% | +6.7% |
| 3M | +11.1% | +4.7% | +6.4% | +5.3% |
| 6M | +14.4% | +12.5% | +1.9% | -0.2% |
| YTD | +61.4% | +11.7% | +49.6% | +41.5% |
| 1Y | +52.2% | +17.5% | +34.7% | +26.3% |
| 3Y | +15.4% | +76.6% | -61.2% | -39.3% |
| 5Y | +139.5% | +82.0% | +57.5% | +19.5% |
| All | +96.5% | +318.9% | -222.4% | -58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling