+1,583.7%
WFRD vs SPY
+119.8%
+1,463.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -1.6% |
| 7D | -0.9% | +0.5% | -1.4% | -1.5% |
| 30D | +7.9% | -0.9% | +8.9% | +9.1% |
| 3M | -8.7% | +3.9% | -12.6% | -12.8% |
| 6M | +3.8% | +14.5% | -10.7% | -11.4% |
| YTD | +20.7% | +12.9% | +7.8% | +4.9% |
| 1Y | +53.5% | +19.4% | +34.2% | +24.9% |
| 3Y | +2.5% | +78.5% | -75.9% | -43.3% |
| 5Y | +499.1% | +81.8% | +417.4% | +238.6% |
| All | +1,583.7% | +119.8% | +1,463.9% | +773.5% |
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