+142.7%
WSFS vs SPY
+315.0%
-172.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | -1.4% |
| 7D | -0.5% | +0.1% | -0.6% | -0.8% |
| 30D | +6.2% | -3.3% | +9.6% | +9.9% |
| 3M | -1.4% | -2.4% | +1.0% | +0.8% |
| 6M | +12.0% | +2.6% | +9.4% | +7.9% |
| YTD | +46.1% | +11.2% | +34.9% | +28.3% |
| 1Y | +48.5% | +13.4% | +35.1% | +27.4% |
| 3Y | +127.0% | +79.9% | +47.1% | +16.0% |
| 5Y | +55.5% | +72.2% | -16.7% | -16.8% |
| 10Y | +142.7% | +307.3% | -164.6% | -55.2% |
| All | +142.7% | +315.0% | -172.3% | -55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling