+293.7%
WRLD vs SPY
+318.9%
-25.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +1.1% |
| 7D | -0.9% | -2.0% | +1.1% | +1.7% |
| 30D | +1.5% | -1.7% | +3.2% | +3.7% |
| 3M | +10.9% | +4.7% | +6.2% | +4.3% |
| 6M | +36.2% | +12.5% | +23.7% | +16.2% |
| YTD | +35.3% | +11.7% | +23.6% | +16.6% |
| 1Y | +14.4% | +17.5% | -3.1% | -7.6% |
| 3Y | +43.2% | +76.6% | -33.4% | -30.9% |
| 5Y | -3.1% | +82.0% | -85.1% | -53.5% |
| All | +293.7% | +318.9% | -25.2% | -48.5% |
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 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