-99.9%
WLDS vs SPY
+99.0%
-198.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +5.7% |
| 7D | -4.8% | -2.0% | -2.9% | -1.6% |
| 30D | -39.2% | -1.7% | -37.5% | -37.6% |
| 3M | -23.2% | +4.7% | -27.9% | -28.6% |
| 6M | -71.1% | +12.5% | -83.6% | -75.9% |
| YTD | -82.7% | +11.7% | -94.5% | -85.4% |
| 1Y | -96.2% | +17.5% | -113.7% | -97.0% |
| 3Y | -99.8% | +76.6% | -176.3% | -99.9% |
| All | -99.9% | +99.0% | -198.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling