+1,921.6%
WLFC vs SPY
+1,782.7%
+138.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | -13.6% | +0.1% | -13.6% | -13.6% |
| 3M | -4.7% | +2.0% | -6.7% | -5.8% |
| 6M | -13.2% | +13.0% | -26.2% | -18.7% |
| YTD | +25.1% | +13.5% | +11.6% | +17.1% |
| 1Y | +14.9% | +20.0% | -5.1% | +4.3% |
| 3Y | +308.9% | +77.2% | +231.7% | +207.0% |
| 5Y | +360.4% | +81.9% | +278.6% | +237.1% |
| 10Y | +681.2% | +314.1% | +367.2% | +313.9% |
| All | +1,921.6% | +1,782.7% | +138.9% | +455.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling