-73.1%
WRD vs SPY
+33.7%
-106.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +0.5% |
| 7D | +1.1% | -0.9% | +2.0% | +3.4% |
| 30D | -6.9% | -2.4% | -4.6% | -1.3% |
| 3M | -29.7% | -1.2% | -28.5% | -27.4% |
| 6M | -42.7% | +3.3% | -45.9% | -46.1% |
| YTD | -48.7% | +12.3% | -61.0% | -60.1% |
| 1Y | -45.1% | +12.4% | -57.6% | -57.3% |
| All | -73.1% | +33.7% | -106.8% | -83.4% |
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 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