+178.1%
WLDR vs SPY
+210.5%
-32.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.8% |
| 7D | -1.2% | -2.0% | +0.8% | +0.4% |
| 30D | +1.7% | -1.7% | +3.3% | +3.0% |
| 3M | +8.4% | +4.7% | +3.7% | +4.6% |
| 6M | +26.0% | +12.5% | +13.5% | +14.9% |
| YTD | +34.5% | +11.7% | +22.8% | +23.3% |
| 1Y | +44.5% | +17.5% | +27.0% | +27.3% |
| 3Y | +132.0% | +76.6% | +55.5% | +47.4% |
| 5Y | +141.2% | +82.0% | +59.1% | +48.7% |
| All | +178.1% | +210.5% | -32.4% | +14.8% |
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