-89.2%
WFF vs SPY
+36.6%
-125.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.9% | +8.3% | +8.7% |
| 7D | -0.5% | -0.8% | +0.3% | -0.1% |
| 30D | +24.5% | -1.1% | +25.6% | +25.1% |
| 3M | -17.6% | +3.9% | -21.5% | -19.7% |
| 6M | -13.6% | +13.6% | -27.2% | -20.2% |
| YTD | -11.7% | +12.7% | -24.4% | -17.7% |
| 1Y | -64.7% | +17.5% | -82.2% | -67.2% |
| All | -89.2% | +36.6% | -125.8% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling