-83.9%
WKSP vs SPY
+20.8%
-104.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -2.3% |
| 7D | -2.6% | +0.1% | -2.7% | -2.8% |
| 30D | -22.2% | +0.1% | -22.3% | -22.1% |
| 3M | -18.4% | +2.0% | -20.4% | -21.5% |
| 6M | -55.2% | +13.0% | -68.2% | -68.4% |
| YTD | -73.7% | +13.5% | -87.3% | -82.2% |
| 1Y | -83.9% | +20.0% | -103.8% | -90.5% |
| All | -83.9% | +20.8% | -104.7% | -90.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling