+22.1%
WDS vs SPY
+79.4%
-57.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.1% |
| 7D | -1.3% | -0.9% | -0.4% | -0.9% |
| 30D | -6.6% | -2.4% | -4.3% | -5.7% |
| 3M | -6.6% | -1.2% | -5.5% | -6.3% |
| 6M | -2.3% | +3.3% | -5.6% | -4.7% |
| YTD | +43.4% | +12.3% | +31.1% | +32.1% |
| 1Y | +27.0% | +12.4% | +14.6% | +16.9% |
| All | +22.1% | +79.4% | -57.3% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling