+11.2%
WOR vs SPY
+11.9%
-0.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.3% |
| 7D | -5.6% | -0.6% | -5.0% | -4.9% |
| 30D | -3.3% | -3.7% | +0.3% | +0.1% |
| 3M | +6.3% | -2.7% | +9.1% | +9.2% |
| 6M | +11.7% | +2.2% | +9.5% | +10.3% |
| YTD | +18.3% | +10.8% | +7.5% | +9.6% |
| 1Y | +11.2% | +11.2% | 0.0% | +3.0% |
| All | +11.2% | +11.9% | -0.7% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling