+89.4%
WOOD vs SPY
+677.9%
-588.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.3% |
| 7D | +2.5% | -2.7% | +5.2% | +5.2% |
| 30D | +1.8% | -5.4% | +7.2% | +7.3% |
| 3M | -7.7% | -4.1% | -3.6% | -4.1% |
| 6M | -3.2% | +0.7% | -4.0% | -4.4% |
| YTD | -6.2% | +8.7% | -14.9% | -14.2% |
| 1Y | -1.3% | +10.9% | -12.2% | -11.6% |
| 3Y | -5.8% | +75.0% | -80.8% | -47.9% |
| 5Y | -14.9% | +67.8% | -82.7% | -51.5% |
| 10Y | +60.9% | +312.9% | -251.9% | -64.7% |
| All | +89.4% | +677.9% | -588.5% | -78.7% |
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