+35.6%
WSBF vs SPY
+81.0%
-45.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.6% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | +3.4% | -1.4% | +4.7% | +4.1% |
| 3M | +13.0% | +3.7% | +9.3% | +10.8% |
| 6M | +24.0% | +13.0% | +11.0% | +16.0% |
| YTD | +32.0% | +12.4% | +19.6% | +23.7% |
| 1Y | +50.3% | +18.5% | +31.8% | +37.0% |
| 3Y | +97.1% | +77.6% | +19.5% | +46.2% |
| 5Y | +35.6% | +81.7% | -46.1% | -2.2% |
| All | +35.6% | +81.0% | -45.4% | -2.2% |
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