+2,490.5%
WRLD vs SPY
+3,034.0%
-543.5%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.7% |
| 7D | -7.3% | +2.6% | -9.9% | -9.8% |
| 30D | -19.8% | -2.0% | -17.8% | -18.2% |
| 3M | -26.4% | -2.8% | -23.6% | -24.4% |
| 6M | -7.8% | +2.1% | -10.0% | -10.2% |
| YTD | -1.6% | +11.5% | -13.1% | -12.4% |
| 1Y | 0.0% | +13.5% | -13.4% | -12.5% |
| 3Y | +33.2% | +77.7% | -44.5% | -24.9% |
| 5Y | -39.8% | +72.6% | -112.4% | -63.6% |
| 10Y | +134.2% | +308.2% | -174.0% | -35.9% |
| All | +2,490.5% | +3,034.0% | -543.5% | +102.7% |
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 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