+274.7%
WSBF vs SPY
+824.9%
-550.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.1% |
| 7D | +1.6% | +0.5% | +1.1% | +1.1% |
| 30D | +1.6% | -0.9% | +2.6% | +2.5% |
| 3M | +14.9% | +3.9% | +11.0% | +10.5% |
| 6M | +23.5% | +14.5% | +9.0% | +8.0% |
| YTD | +31.5% | +12.9% | +18.5% | +16.4% |
| 1Y | +48.6% | +19.4% | +29.2% | +24.6% |
| 3Y | +96.4% | +78.5% | +17.9% | +10.2% |
| 5Y | +34.4% | +81.8% | -47.3% | -28.7% |
| 10Y | +116.8% | +311.5% | -194.7% | -57.0% |
| All | +274.7% | +824.9% | -550.1% | -72.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling