+103.1%
WOOD vs SPY
+712.8%
-609.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -1.5% | +0.1% | -1.6% | -1.6% |
| 3M | +7.4% | +2.0% | +5.4% | +5.2% |
| 6M | -3.9% | +13.0% | -16.9% | -15.1% |
| YTD | +0.5% | +13.5% | -13.0% | -11.7% |
| 1Y | -1.9% | +20.0% | -21.9% | -18.6% |
| 3Y | +1.2% | +77.2% | -76.0% | -44.5% |
| 5Y | -14.3% | +81.9% | -96.2% | -54.9% |
| 10Y | +69.5% | +314.1% | -244.5% | -62.7% |
| All | +103.1% | +712.8% | -609.7% | -78.1% |
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