+257.7%
WSBF vs SPY
+813.1%
-555.5%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +0.9% | +2.6% | -1.7% | -1.5% |
| 30D | +1.6% | -2.0% | +3.6% | +3.3% |
| 3M | -5.6% | -2.8% | -2.8% | -3.3% |
| 6M | +10.7% | +2.1% | +8.6% | +7.9% |
| YTD | +25.5% | +11.5% | +14.0% | +12.2% |
| 1Y | +34.1% | +13.5% | +20.6% | +17.8% |
| 3Y | +100.7% | +77.7% | +23.0% | +12.8% |
| 5Y | +16.0% | +72.6% | -56.6% | -35.2% |
| 10Y | +99.0% | +308.2% | -209.2% | -60.3% |
| All | +257.7% | +813.1% | -555.5% | -73.5% |
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 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