-53.2%
WRD vs SPY
+14.6%
-67.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | -1.5% |
| 7D | -2.7% | -0.7% | -1.9% | -1.0% |
| 30D | -13.2% | -1.0% | -12.2% | -10.7% |
| 3M | -26.4% | -0.3% | -26.1% | -25.4% |
| 6M | -43.9% | +7.3% | -51.2% | -51.0% |
| YTD | -49.3% | +13.3% | -62.6% | -61.4% |
| 1Y | -53.2% | +14.8% | -68.0% | -65.5% |
| All | -53.2% | +14.6% | -67.9% | -65.5% |
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