+71.3%
WSBC vs SPY
+312.9%
-241.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.5% |
| 7D | +0.3% | -2.7% | +3.0% | +2.7% |
| 30D | +5.8% | -5.4% | +11.2% | +11.2% |
| 3M | -6.7% | -4.1% | -2.6% | -3.2% |
| 6M | +14.3% | +0.7% | +13.6% | +12.9% |
| YTD | +19.8% | +8.7% | +11.1% | +9.8% |
| 1Y | +32.8% | +10.9% | +21.9% | +19.4% |
| 3Y | +68.9% | +75.0% | -6.1% | -2.2% |
| 5Y | +34.3% | +67.8% | -33.5% | -19.5% |
| All | +71.3% | +312.9% | -241.6% | -60.9% |
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 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