+1,496.5%
WFRD vs SPY
+119.3%
+1,377.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -2.2% |
| 7D | -7.3% | -0.8% | -6.6% | -6.5% |
| 30D | -4.2% | -1.1% | -3.1% | -2.9% |
| 3M | -11.8% | +3.9% | -15.6% | -15.7% |
| 6M | -3.6% | +13.6% | -17.2% | -16.9% |
| YTD | +14.5% | +12.7% | +1.8% | -0.3% |
| 1Y | +43.3% | +17.5% | +25.8% | +18.8% |
| 3Y | -4.0% | +76.9% | -80.9% | -46.4% |
| 5Y | +439.1% | +83.6% | +355.5% | +202.2% |
| All | +1,496.5% | +119.3% | +1,377.2% | +730.4% |
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