-86.2%
WKSP vs SPY
+17.2%
-103.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.6% | -7.2% | -6.3% |
| 7D | -20.4% | -2.0% | -18.4% | -16.0% |
| 30D | -35.2% | -1.7% | -33.5% | -32.0% |
| 3M | -27.2% | +4.7% | -31.9% | -35.3% |
| 6M | -64.8% | +12.5% | -77.3% | -74.8% |
| YTD | -78.4% | +11.7% | -90.1% | -84.7% |
| 1Y | -86.2% | +17.5% | -103.7% | -92.2% |
| All | -86.2% | +17.2% | -103.5% | -92.2% |
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 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