+2,662.5%
WLY vs SPY
+3,067.3%
-404.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.0% |
| 7D | -2.4% | -0.8% | -1.6% | -1.9% |
| 30D | -5.8% | -1.1% | -4.8% | -5.2% |
| 3M | +6.1% | +3.9% | +2.2% | +3.2% |
| 6M | +30.7% | +13.6% | +17.0% | +19.3% |
| YTD | +56.0% | +12.7% | +43.4% | +43.1% |
| 1Y | +15.8% | +17.5% | -1.7% | +3.1% |
| 3Y | +45.4% | +76.9% | -31.5% | -2.5% |
| 5Y | -1.2% | +83.6% | -84.8% | -35.4% |
| 10Y | +27.2% | +320.7% | -293.5% | -51.8% |
| All | +2,662.5% | +3,067.3% | -404.8% | +377.9% |
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