+39.4%
WSBK vs SPY
+36.1%
+3.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.4% | -2.0% | +1.6% | -0.5% |
| 30D | -0.4% | -1.7% | +1.2% | -0.5% |
| 3M | +0.9% | +4.7% | -3.8% | +1.1% |
| 6M | +0.8% | +12.5% | -11.7% | +1.0% |
| YTD | +24.1% | +11.7% | +12.3% | +24.1% |
| 1Y | +36.3% | +17.5% | +18.8% | +37.5% |
| All | +39.4% | +36.1% | +3.3% | +47.4% |
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