-99.9%
WLDS vs SPY
+100.7%
-200.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.9% | -7.1% | -7.6% |
| 7D | -9.3% | -0.8% | -8.5% | -8.2% |
| 30D | -45.0% | -1.1% | -44.0% | -44.3% |
| 3M | -30.9% | +3.9% | -34.8% | -35.0% |
| 6M | -69.1% | +13.6% | -82.7% | -74.6% |
| YTD | -83.8% | +12.7% | -96.5% | -86.5% |
| 1Y | -97.7% | +17.5% | -115.2% | -98.2% |
| 3Y | -99.7% | +76.9% | -176.6% | -99.9% |
| All | -99.9% | +100.7% | -200.6% | -100.0% |
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