+3,472.6%
WRLD vs SPY
+3,091.8%
+380.8%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -1.0% | +0.1% | -1.1% | -1.1% |
| 3M | +13.6% | +2.0% | +11.6% | +11.1% |
| 6M | +30.7% | +13.0% | +17.7% | +14.9% |
| YTD | +35.7% | +13.5% | +22.2% | +18.8% |
| 1Y | +8.4% | +20.0% | -11.6% | -10.2% |
| 3Y | +37.6% | +77.2% | -39.6% | -21.9% |
| 5Y | -1.2% | +81.9% | -83.1% | -43.1% |
| 10Y | +281.9% | +314.1% | -32.1% | +3.6% |
| All | +3,472.6% | +3,091.8% | +380.8% | +174.9% |
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