+370.1%
WK vs SPY
+307.0%
+63.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | -6.3% | +2.6% | -8.9% | -8.9% |
| 30D | -6.2% | -2.0% | -4.2% | -4.7% |
| 3M | -7.6% | -2.8% | -4.8% | -5.3% |
| 6M | +53.8% | +2.1% | +51.7% | +48.5% |
| YTD | -21.0% | +11.5% | -32.5% | -31.0% |
| 1Y | -25.3% | +13.5% | -38.7% | -36.1% |
| 3Y | -23.5% | +77.7% | -101.1% | -60.5% |
| 5Y | -56.6% | +72.6% | -129.2% | -76.4% |
| All | +370.1% | +307.0% | +63.1% | +20.2% |
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