+21.5%
WEBL vs SPY
+173.7%
-152.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -1.4% |
| 7D | +0.3% | +0.5% | -0.3% | -1.4% |
| 30D | -3.3% | -0.9% | -2.3% | +0.5% |
| 3M | +13.5% | +3.9% | +9.6% | +1.8% |
| 6M | +42.2% | +14.5% | +27.7% | -6.2% |
| YTD | +4.0% | +12.9% | -8.9% | -26.9% |
| 1Y | -14.5% | +19.4% | -33.8% | -49.0% |
| 3Y | +128.2% | +78.5% | +49.7% | -53.9% |
| 5Y | -68.5% | +81.8% | -150.3% | -90.0% |
| All | +21.5% | +173.7% | -152.2% | -81.2% |
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