+221.2%
WLFC vs SPY
+78.1%
+143.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | -1.7% | +2.6% | -4.3% | -5.0% |
| 30D | +21.5% | -2.0% | +23.5% | +24.4% |
| 3M | -15.4% | -2.8% | -12.6% | -12.6% |
| 6M | -34.6% | +2.1% | -36.7% | -36.9% |
| YTD | +2.5% | +11.5% | -9.0% | -11.4% |
| 1Y | +8.2% | +13.5% | -5.3% | -8.4% |
| 3Y | +221.2% | +77.7% | +143.5% | +87.7% |
| All | +221.2% | +78.1% | +143.1% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling