-99.8%
WFF vs SPY
+34.9%
-134.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +2.4% | -10.1% | -11.1% |
| 7D | -2.7% | +0.1% | -2.8% | -2.3% |
| 30D | -99.6% | -3.3% | -96.3% | -99.6% |
| 3M | -98.1% | -2.4% | -95.7% | -97.7% |
| 6M | -97.5% | +2.6% | -100.1% | -97.0% |
| YTD | -98.1% | +11.2% | -109.4% | -97.9% |
| 1Y | -98.6% | +13.4% | -112.0% | -98.4% |
| All | -99.8% | +34.9% | -134.7% | -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 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