+137.1%
WOR vs SPY
+315.0%
-177.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +0.6% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | +0.4% | -3.3% | +3.7% | +4.7% |
| 3M | +7.7% | -2.4% | +10.1% | +11.1% |
| 6M | +15.9% | +2.6% | +13.3% | +12.2% |
| YTD | +22.9% | +11.2% | +11.6% | +7.0% |
| 1Y | +15.9% | +13.4% | +2.6% | -1.6% |
| 3Y | +70.9% | +79.9% | -9.0% | -22.9% |
| 5Y | +95.6% | +72.2% | +23.4% | -5.9% |
| 10Y | +137.1% | +307.3% | -170.2% | -61.2% |
| All | +137.1% | +315.0% | -177.9% | -61.2% |
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