+668.7%
WLFC vs SPY
+318.9%
+349.9%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.4% |
| 7D | +1.2% | -2.0% | +3.2% | +3.4% |
| 30D | +2.2% | -1.7% | +3.8% | +3.9% |
| 3M | -6.8% | +4.7% | -11.5% | -11.4% |
| 6M | -2.3% | +12.5% | -14.8% | -13.8% |
| YTD | +25.0% | +11.7% | +13.3% | +11.5% |
| 1Y | +15.5% | +17.5% | -2.0% | -2.4% |
| 3Y | +318.9% | +76.6% | +242.4% | +136.8% |
| 5Y | +371.0% | +82.0% | +289.0% | +148.4% |
| All | +668.7% | +318.9% | +349.9% | +73.8% |
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