+956.7%
WDS vs SPY
+1,631.4%
-674.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.3% |
| 7D | +1.2% | +0.1% | +1.1% | +1.0% |
| 30D | +6.0% | +0.1% | +5.9% | +5.8% |
| 3M | +4.6% | +2.0% | +2.6% | +2.2% |
| 6M | +9.4% | +13.0% | -3.6% | -3.1% |
| YTD | +53.8% | +13.5% | +40.3% | +35.6% |
| 1Y | +43.3% | +20.0% | +23.4% | +20.2% |
| 3Y | +9.3% | +77.2% | -67.9% | -35.4% |
| 5Y | +120.2% | +81.9% | +38.3% | +25.8% |
| 10Y | +84.1% | +314.1% | -229.9% | -45.2% |
| All | +956.7% | +1,631.4% | -674.7% | +45.4% |
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