+885.2%
WDS vs SPY
+1,612.3%
-727.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | -0.4% |
| 7D | -1.3% | -0.9% | -0.4% | -0.7% |
| 30D | -6.6% | -2.4% | -4.3% | -5.1% |
| 3M | -6.6% | -1.2% | -5.5% | -6.2% |
| 6M | -2.3% | +3.3% | -5.6% | -6.1% |
| YTD | +43.4% | +12.3% | +31.1% | +27.0% |
| 1Y | +27.0% | +12.4% | +14.6% | +12.3% |
| 3Y | +21.4% | +78.8% | -57.4% | -29.1% |
| 5Y | +86.7% | +75.2% | +11.6% | +9.9% |
| 10Y | +69.4% | +311.1% | -241.7% | -49.5% |
| All | +885.2% | +1,612.3% | -727.1% | +36.2% |
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