+100.6%
WLKP vs SPY
+322.5%
-221.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.2% |
| 7D | -1.6% | -0.8% | -0.9% | -1.2% |
| 30D | -0.3% | -1.1% | +0.7% | +0.2% |
| 3M | -5.6% | +3.9% | -9.4% | -7.6% |
| 6M | +1.0% | +13.6% | -12.6% | -6.0% |
| YTD | +20.7% | +12.7% | +8.1% | +12.8% |
| 1Y | +7.6% | +17.5% | -9.9% | -1.7% |
| 3Y | +26.5% | +76.9% | -50.4% | -9.9% |
| 5Y | +26.7% | +83.6% | -56.9% | -13.1% |
| All | +100.6% | +322.5% | -221.8% | -23.2% |
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