+7.5%
WSBCO vs SPY
+16.9%
-9.4%
-2.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -0.7% | +2.6% | -3.3% | -0.8% |
| 30D | +1.0% | -2.0% | +3.0% | +1.0% |
| 3M | +0.3% | -2.8% | +3.1% | +0.3% |
| 6M | +2.1% | +2.1% | 0.0% | +1.9% |
| YTD | +3.5% | +11.5% | -8.0% | +3.7% |
| 1Y | +6.9% | +13.5% | -6.5% | +7.0% |
| All | +7.5% | +16.9% | -9.4% | +7.1% |
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