-64.8%
WRD vs SPY
+33.8%
-98.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.2% |
| 7D | +0.9% | -0.4% | +1.2% | +1.7% |
| 30D | -7.9% | -1.4% | -6.5% | -4.9% |
| 3M | -10.0% | +3.7% | -13.8% | -17.0% |
| 6M | -7.5% | +13.0% | -20.5% | -29.4% |
| YTD | -32.9% | +12.4% | -45.3% | -48.2% |
| 1Y | -38.7% | +18.5% | -57.3% | -56.9% |
| All | -64.8% | +33.8% | -98.6% | -78.4% |
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