+127.6%
WOR vs SPY
+304.1%
-176.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.2% |
| 7D | -5.6% | -0.6% | -5.0% | -4.8% |
| 30D | -3.3% | -3.7% | +0.3% | +1.4% |
| 3M | +6.3% | -2.7% | +9.1% | +10.2% |
| 6M | +11.7% | +2.2% | +9.5% | +8.6% |
| YTD | +18.3% | +10.8% | +7.5% | +3.6% |
| 1Y | +11.2% | +11.2% | 0.0% | -3.2% |
| 3Y | +61.2% | +76.5% | -15.3% | -25.4% |
| 5Y | +92.2% | +72.9% | +19.3% | -8.2% |
| 10Y | +127.6% | +304.8% | -177.3% | -62.1% |
| All | +127.6% | +304.1% | -176.6% | -62.1% |
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 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