+35.1%
WSBC vs SPY
+72.1%
-37.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | 0.0% | +2.6% | -2.6% | -1.9% |
| 30D | +5.9% | -2.0% | +7.8% | +7.3% |
| 3M | -8.8% | -2.8% | -6.0% | -6.9% |
| 6M | +18.8% | +2.1% | +16.7% | +16.3% |
| YTD | +19.8% | +11.5% | +8.3% | +9.2% |
| 1Y | +29.2% | +13.5% | +15.8% | +16.1% |
| 3Y | +75.2% | +77.7% | -2.4% | +11.1% |
| All | +35.1% | +72.1% | -37.0% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling