-99.7%
WFF vs SPY
+34.4%
-134.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -0.4% | +10.6% | +10.7% |
| 7D | -10.5% | -0.6% | -9.9% | -9.4% |
| 30D | -99.6% | -3.7% | -95.9% | -99.5% |
| 3M | -98.0% | -2.7% | -95.2% | -97.5% |
| 6M | -97.2% | +2.2% | -99.4% | -96.7% |
| YTD | -97.9% | +10.8% | -108.8% | -97.6% |
| 1Y | -98.5% | +11.2% | -109.7% | -98.3% |
| All | -99.7% | +34.4% | -134.2% | -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 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