-12.3%
WLK vs SPY
+20.8%
-33.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -4.3% | +0.1% | -4.4% | -4.4% |
| 3M | -11.7% | +2.0% | -13.6% | -12.4% |
| 6M | -28.6% | +13.0% | -41.6% | -34.1% |
| YTD | +3.0% | +13.5% | -10.6% | -5.9% |
| 1Y | -12.3% | +20.0% | -32.3% | -27.3% |
| All | -12.3% | +20.8% | -33.2% | -27.3% |
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