+566.9%
WLDN vs SPY
+674.0%
-107.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.1% |
| 7D | +6.3% | +2.6% | +3.7% | +4.0% |
| 30D | -2.2% | -2.0% | -0.2% | -0.4% |
| 3M | -16.9% | -2.8% | -14.1% | -14.7% |
| 6M | -22.7% | +2.1% | -24.8% | -24.0% |
| YTD | -32.1% | +11.5% | -43.6% | -37.8% |
| 1Y | -23.7% | +13.5% | -37.2% | -31.0% |
| 3Y | +274.8% | +77.7% | +197.1% | +131.7% |
| 5Y | +71.8% | +72.6% | -0.9% | +9.4% |
| 10Y | +270.6% | +308.2% | -37.5% | +26.5% |
| All | +566.9% | +674.0% | -107.1% | +13.1% |
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 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