+10,109.8%
WSFS vs SPY
+3,091.8%
+7,018.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -3.3% | +0.1% | -3.4% | -3.4% |
| 3M | +11.8% | +2.0% | +9.8% | +9.5% |
| 6M | +22.4% | +13.0% | +9.4% | +9.5% |
| YTD | +44.8% | +13.5% | +31.3% | +29.0% |
| 1Y | +37.4% | +20.0% | +17.4% | +16.6% |
| 3Y | +101.4% | +77.2% | +24.2% | +22.8% |
| 5Y | +88.8% | +81.9% | +6.9% | +12.3% |
| 10Y | +129.3% | +314.1% | -184.7% | -27.8% |
| All | +10,109.8% | +3,091.8% | +7,018.0% | +1,243.2% |
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 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