-100.0%
WOK vs SPY
+21.3%
-121.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.8% | -5.4% |
| 7D | -11.9% | +0.3% | -12.2% | -12.3% |
| 30D | -3.7% | +0.2% | -4.0% | -4.3% |
| 3M | -80.7% | +2.8% | -83.4% | -81.2% |
| 6M | -98.2% | +14.3% | -112.4% | -98.4% |
| YTD | -99.1% | +14.0% | -113.0% | -99.2% |
| All | -100.0% | +21.3% | -121.3% | -100.0% |
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 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