-49.5%
WK vs SPY
+81.0%
-130.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.7% |
| 7D | -3.9% | -0.4% | -3.6% | -3.4% |
| 30D | +8.1% | -1.4% | +9.5% | +10.1% |
| 3M | +50.1% | +3.7% | +46.4% | +42.5% |
| 6M | +13.7% | +13.0% | +0.7% | -4.4% |
| YTD | -15.6% | +12.4% | -28.0% | -28.7% |
| 1Y | -5.7% | +18.5% | -24.3% | -26.2% |
| 3Y | -33.8% | +77.6% | -111.4% | -72.4% |
| 5Y | -49.5% | +81.7% | -131.2% | -78.6% |
| All | -49.5% | +81.0% | -130.5% | -78.6% |
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