-38.6%
WLK vs SPY
+75.5%
-114.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.4% |
| 7D | -4.0% | -2.0% | -2.0% | -2.0% |
| 30D | -10.8% | -1.7% | -9.1% | -9.3% |
| 3M | -17.2% | +4.7% | -22.0% | -21.1% |
| 6M | -30.9% | +12.5% | -43.4% | -39.6% |
| YTD | -1.4% | +11.7% | -13.1% | -12.9% |
| 1Y | -13.5% | +17.5% | -31.0% | -27.7% |
| All | -38.6% | +75.5% | -114.1% | -68.8% |
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 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