+128.9%
WOR vs SPY
+305.4%
-176.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.6% |
| 7D | -3.6% | -2.7% | -0.9% | -0.2% |
| 30D | +0.1% | -5.4% | +5.5% | +7.3% |
| 3M | +4.9% | -4.1% | +9.0% | +10.6% |
| 6M | +9.0% | +0.7% | +8.3% | +7.8% |
| YTD | +18.6% | +8.7% | +9.9% | +6.3% |
| 1Y | +11.2% | +10.9% | +0.3% | -2.9% |
| 3Y | +62.5% | +75.0% | -12.5% | -24.2% |
| 5Y | +85.3% | +67.8% | +17.5% | -7.9% |
| All | +128.9% | +305.4% | -176.5% | -61.4% |
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