+100.7%
WSBF vs SPY
+78.1%
+22.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +0.9% | +2.6% | -1.7% | -0.5% |
| 30D | +1.6% | -2.0% | +3.6% | +2.6% |
| 3M | -5.6% | -2.8% | -2.8% | -4.2% |
| 6M | +10.7% | +2.1% | +8.6% | +9.1% |
| YTD | +25.5% | +11.5% | +14.0% | +17.1% |
| 1Y | +34.1% | +13.5% | +20.6% | +23.6% |
| 3Y | +100.7% | +77.7% | +23.0% | +9.4% |
| All | +100.7% | +78.1% | +22.6% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling