-63.9%
WRD vs SPY
+35.2%
-99.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.4% |
| 7D | -1.2% | +0.1% | -1.3% | -1.4% |
| 30D | +2.0% | +0.1% | +2.0% | +2.1% |
| 3M | -17.5% | +2.0% | -19.5% | -20.7% |
| 6M | -9.5% | +13.0% | -22.5% | -31.0% |
| YTD | -31.1% | +13.5% | -44.7% | -48.0% |
| 1Y | -32.6% | +20.0% | -52.5% | -53.9% |
| All | -63.9% | +35.2% | -99.0% | -78.3% |
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