-63.3%
WRD vs SPY
+34.4%
-97.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.9% |
| 7D | +7.4% | +0.5% | +6.9% | +6.1% |
| 30D | -3.5% | -0.9% | -2.5% | -1.4% |
| 3M | -7.3% | +3.9% | -11.2% | -14.9% |
| 6M | -4.6% | +14.5% | -19.1% | -29.4% |
| YTD | -30.0% | +12.9% | -42.9% | -46.5% |
| 1Y | -33.8% | +19.4% | -53.1% | -54.2% |
| All | -63.3% | +34.4% | -97.7% | -77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling