+10,078.9%
WSFS vs SPY
+2,945.2%
+7,133.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.4% | +2.0% | +1.4% |
| 7D | -0.2% | -4.7% | +4.5% | +3.9% |
| 30D | +4.2% | -5.9% | +10.1% | +9.7% |
| 3M | -3.6% | -4.5% | +0.9% | +0.1% |
| 6M | +10.7% | +1.8% | +8.9% | +8.3% |
| YTD | +44.4% | +8.3% | +36.0% | +33.6% |
| 1Y | +48.3% | +9.3% | +39.0% | +36.0% |
| 3Y | +111.9% | +74.9% | +37.1% | +30.2% |
| 5Y | +53.8% | +67.3% | -13.4% | -1.8% |
| 10Y | +152.3% | +311.6% | -159.3% | -20.1% |
| All | +10,078.9% | +2,945.2% | +7,133.7% | +1,291.3% |
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 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