+196.8%
WSO vs SPY
+318.9%
-122.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.9% |
| 7D | -1.4% | -2.0% | +0.6% | +0.2% |
| 30D | -2.5% | -1.7% | -0.9% | -1.2% |
| 3M | -16.5% | +4.7% | -21.3% | -19.4% |
| 6M | -16.7% | +12.5% | -29.2% | -24.0% |
| YTD | -5.4% | +11.7% | -17.2% | -13.3% |
| 1Y | -17.6% | +17.5% | -35.1% | -27.4% |
| 3Y | -3.6% | +76.6% | -80.2% | -38.0% |
| 5Y | +26.9% | +82.0% | -55.1% | -20.2% |
| All | +196.8% | +318.9% | -122.1% | -4.2% |
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