-97.7%
WLDS vs SPY
+18.1%
-115.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.9% | -7.1% | -8.2% |
| 7D | -9.3% | -0.8% | -8.5% | -7.8% |
| 30D | -45.0% | -1.1% | -44.0% | -43.9% |
| 3M | -30.9% | +3.9% | -34.8% | -37.2% |
| 6M | -69.1% | +13.6% | -82.7% | -78.0% |
| YTD | -83.8% | +12.7% | -96.5% | -88.3% |
| 1Y | -97.7% | +17.5% | -115.2% | -98.4% |
| All | -97.7% | +18.1% | -115.9% | -98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling