-99.5%
WKSP vs SPY
+889.7%
-989.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -22.2% | +0.1% | -22.3% | -22.2% |
| 3M | -18.4% | +2.0% | -20.4% | -18.7% |
| 6M | -55.2% | +13.0% | -68.2% | -56.4% |
| YTD | -73.7% | +13.5% | -87.3% | -74.5% |
| 1Y | -83.9% | +20.0% | -103.8% | -84.5% |
| 3Y | -98.1% | +77.2% | -175.2% | -98.3% |
| 5Y | -98.9% | +81.9% | -180.8% | -99.0% |
| 10Y | -99.7% | +314.1% | -413.7% | -99.7% |
| All | -99.5% | +889.7% | -989.3% | +5,706.8% |
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