+456.7%
WK vs SPY
+362.7%
+94.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.2% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | +24.1% | +0.1% | +24.0% | +24.2% |
| 3M | +56.1% | +2.0% | +54.1% | +52.0% |
| 6M | +23.8% | +13.0% | +10.8% | +7.4% |
| YTD | -11.2% | +13.5% | -24.8% | -23.4% |
| 1Y | +0.7% | +20.0% | -19.3% | -18.4% |
| 3Y | -30.6% | +77.2% | -107.8% | -63.4% |
| 5Y | -48.6% | +81.9% | -130.5% | -72.8% |
| 10Y | +322.9% | +314.1% | +8.9% | +7.2% |
| All | +456.7% | +362.7% | +94.1% | +28.6% |
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 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