+58.3%
WOOD vs SPY
+304.1%
-245.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | +1.7% | -0.6% | +2.3% | +2.1% |
| 30D | -0.4% | -3.7% | +3.3% | +2.8% |
| 3M | -9.2% | -2.7% | -6.5% | -7.2% |
| 6M | -2.8% | +2.2% | -4.9% | -5.1% |
| YTD | -6.9% | +10.8% | -17.7% | -15.7% |
| 1Y | -2.5% | +11.2% | -13.7% | -12.1% |
| 3Y | -5.2% | +76.5% | -81.7% | -45.8% |
| 5Y | -14.1% | +72.9% | -87.0% | -50.2% |
| 10Y | +58.3% | +304.8% | -246.5% | -62.5% |
| All | +58.3% | +304.1% | -245.8% | -62.5% |
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