+269.7%
WLDN vs SPY
+307.0%
-37.4%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.2% |
| 7D | +6.3% | +2.6% | +3.7% | +3.4% |
| 30D | -2.2% | -2.0% | -0.2% | 0.0% |
| 3M | -16.9% | -2.8% | -14.1% | -14.2% |
| 6M | -22.7% | +2.1% | -24.8% | -24.5% |
| YTD | -32.1% | +11.5% | -43.6% | -39.4% |
| 1Y | -23.7% | +13.5% | -37.2% | -33.1% |
| 3Y | +274.8% | +77.7% | +197.1% | +99.6% |
| 5Y | +71.8% | +72.6% | -0.9% | -5.5% |
| All | +269.7% | +307.0% | -37.4% | -9.6% |
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