-23.7%
WLDN vs SPY
+12.1%
-35.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.3% |
| 7D | +6.3% | +2.6% | +3.7% | +2.4% |
| 30D | -2.2% | -2.0% | -0.2% | +0.8% |
| 3M | -16.9% | -2.8% | -14.1% | -13.2% |
| 6M | -22.7% | +2.1% | -24.8% | -25.8% |
| YTD | -32.1% | +11.5% | -43.6% | -43.1% |
| 1Y | -23.7% | +13.5% | -37.2% | -38.3% |
| All | -23.7% | +12.1% | -35.8% | -38.3% |
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