-99.8%
WFF vs SPY
+35.2%
-135.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.1% |
| 7D | -6.0% | +2.6% | -8.6% | -9.9% |
| 30D | -74.9% | -2.0% | -72.9% | -73.8% |
| 3M | -97.3% | -2.8% | -94.5% | -96.7% |
| 6M | -97.8% | +2.1% | -99.9% | -97.4% |
| YTD | -98.1% | +11.5% | -109.6% | -97.8% |
| 1Y | -98.4% | +13.5% | -111.8% | -98.2% |
| All | -99.8% | +35.2% | -135.0% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling