+150.5%
WSFS vs SPY
+312.9%
-162.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.3% |
| 7D | +0.9% | -2.7% | +3.6% | +3.8% |
| 30D | +5.9% | -5.4% | +11.3% | +12.2% |
| 3M | -2.9% | -4.1% | +1.2% | +1.2% |
| 6M | +10.3% | +0.7% | +9.6% | +8.4% |
| YTD | +44.4% | +8.7% | +35.7% | +30.1% |
| 1Y | +48.7% | +10.9% | +37.8% | +30.8% |
| 3Y | +110.0% | +75.0% | +35.0% | +10.5% |
| 5Y | +53.9% | +67.8% | -13.9% | -15.4% |
| All | +150.5% | +312.9% | -162.3% | -55.3% |
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