+7.4%
WSBCO vs SPY
+17.8%
-10.4%
-2.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -0.1% | -0.4% | +0.3% | -0.1% |
| 30D | +0.5% | -1.4% | +1.9% | +0.6% |
| 3M | +1.1% | +3.7% | -2.6% | +0.9% |
| 6M | +2.8% | +13.0% | -10.2% | +3.0% |
| YTD | +3.4% | +12.4% | -9.0% | +3.7% |
| All | +7.4% | +17.8% | -10.4% | +7.0% |
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 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