+362.3%
WLDN vs SPY
+322.5%
+39.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.6% |
| 7D | -4.2% | -0.8% | -3.4% | -3.3% |
| 30D | -3.2% | -1.1% | -2.2% | -2.1% |
| 3M | -15.7% | +3.9% | -19.5% | -19.1% |
| 6M | -2.1% | +13.6% | -15.7% | -15.0% |
| YTD | -20.7% | +12.7% | -33.4% | -30.1% |
| 1Y | -22.4% | +17.5% | -39.9% | -34.3% |
| 3Y | +290.9% | +76.9% | +214.0% | +109.7% |
| 5Y | +115.2% | +83.6% | +31.6% | +10.1% |
| All | +362.3% | +322.5% | +39.9% | -8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling