+726.2%
WLDN vs SPY
+683.9%
+42.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +2.2% |
| 7D | -0.1% | +0.5% | -0.7% | -0.6% |
| 30D | +1.2% | -0.9% | +2.1% | +2.0% |
| 3M | -11.4% | +3.9% | -15.3% | -14.3% |
| 6M | +5.1% | +14.5% | -9.4% | -6.4% |
| YTD | -15.8% | +12.9% | -28.8% | -23.8% |
| 1Y | -10.7% | +19.4% | -30.0% | -22.5% |
| 3Y | +308.3% | +78.5% | +229.8% | +151.8% |
| 5Y | +127.5% | +81.8% | +45.7% | +38.5% |
| 10Y | +374.4% | +311.5% | +62.9% | +60.6% |
| All | +726.2% | +683.9% | +42.3% | +38.5% |
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