+878.3%
WDS vs SPY
+1,600.0%
-721.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +0.2% | +2.6% | -2.4% | -2.0% |
| 30D | -8.6% | -2.0% | -6.6% | -7.4% |
| 3M | -5.3% | -2.8% | -2.5% | -3.5% |
| 6M | -3.8% | +2.1% | -5.9% | -6.7% |
| YTD | +42.4% | +11.5% | +30.9% | +26.9% |
| 1Y | +29.8% | +13.5% | +16.4% | +13.8% |
| 3Y | +21.2% | +77.7% | -56.5% | -28.8% |
| 5Y | +83.6% | +72.6% | +11.0% | +9.4% |
| 10Y | +68.2% | +308.2% | -240.0% | -49.6% |
| All | +878.3% | +1,600.0% | -721.8% | +36.1% |
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