+183.2%
WLDR vs SPY
+215.5%
-32.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.0% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +3.1% | +0.1% | +3.1% | +3.1% |
| 3M | +5.7% | +2.0% | +3.7% | +4.1% |
| 6M | +25.6% | +13.0% | +12.6% | +14.0% |
| YTD | +37.0% | +13.5% | +23.5% | +24.0% |
| 1Y | +49.3% | +20.0% | +29.4% | +29.3% |
| 3Y | +133.4% | +77.2% | +56.2% | +47.8% |
| 5Y | +140.4% | +81.9% | +58.5% | +48.2% |
| All | +183.2% | +215.5% | -32.3% | +15.4% |
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