+680.9%
WSBC vs SPY
+3,045.4%
-2,364.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.7% |
| 7D | -0.7% | +3.3% | -4.0% | -3.6% |
| 30D | +4.5% | -2.7% | +7.2% | +6.9% |
| 3M | -8.6% | -1.7% | -6.8% | -7.3% |
| 6M | +17.1% | +3.1% | +14.0% | +13.3% |
| YTD | +19.2% | +11.9% | +7.3% | +6.8% |
| 1Y | +27.0% | +12.0% | +15.0% | +13.6% |
| 3Y | +76.2% | +78.2% | -2.0% | +2.9% |
| 5Y | +34.7% | +73.2% | -38.5% | -20.3% |
| 10Y | +49.2% | +309.6% | -260.5% | -59.1% |
| All | +680.9% | +3,045.4% | -2,364.6% | +3.0% |
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