-99.1%
WKSP vs SPY
+81.0%
-180.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.3% |
| 7D | -11.8% | -0.4% | -11.5% | -11.3% |
| 30D | -27.8% | -1.4% | -26.5% | -26.4% |
| 3M | -21.5% | +3.7% | -25.2% | -24.7% |
| 6M | -61.8% | +13.0% | -74.8% | -66.7% |
| YTD | -76.5% | +12.4% | -88.9% | -79.5% |
| 1Y | -86.3% | +18.5% | -104.8% | -88.5% |
| 3Y | -98.3% | +77.6% | -175.9% | -99.1% |
| 5Y | -99.1% | +81.7% | -180.8% | -99.5% |
| All | -99.1% | +81.0% | -180.1% | -99.5% |
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 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