+1,453.9%
WOR vs SPY
+3,091.8%
-1,637.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.5% |
| 7D | +9.0% | +0.1% | +8.9% | +8.9% |
| 30D | +6.4% | +0.1% | +6.4% | +6.4% |
| 3M | +8.6% | +2.0% | +6.6% | +5.9% |
| 6M | +17.1% | +13.0% | +4.1% | +0.9% |
| YTD | +22.1% | +13.5% | +8.5% | +4.4% |
| 1Y | -3.1% | +20.0% | -23.1% | -22.5% |
| 3Y | +37.8% | +77.2% | -39.4% | -32.5% |
| 5Y | +102.3% | +81.9% | +20.4% | -3.0% |
| 10Y | +184.7% | +314.1% | -129.4% | -45.5% |
| All | +1,453.9% | +3,091.8% | -1,637.8% | -40.2% |
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 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