+71.7%
WLKP vs SPY
+371.8%
-300.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.1% |
| 7D | -2.0% | -0.4% | -1.6% | -1.8% |
| 30D | +2.1% | -1.4% | +3.5% | +2.9% |
| 3M | -4.6% | +3.7% | -8.3% | -6.7% |
| 6M | +4.1% | +13.0% | -8.9% | -3.1% |
| YTD | +21.6% | +12.4% | +9.2% | +13.5% |
| 1Y | +8.3% | +18.5% | -10.2% | -2.0% |
| 3Y | +25.9% | +77.6% | -51.8% | -11.6% |
| 5Y | +26.2% | +81.7% | -55.5% | -13.9% |
| 10Y | +101.1% | +319.7% | -218.6% | -22.9% |
| All | +71.7% | +371.8% | -300.0% | -40.0% |
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