+18,293.4%
WSO vs SPY
+3,091.8%
+15,201.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -5.4% | +0.1% | -5.5% | -5.4% |
| 3M | -13.9% | +2.0% | -15.9% | -15.1% |
| 6M | -20.9% | +13.0% | -33.9% | -28.0% |
| YTD | -4.2% | +13.5% | -17.7% | -13.1% |
| 1Y | -19.3% | +20.0% | -39.2% | -29.9% |
| 3Y | -6.5% | +77.2% | -83.7% | -40.2% |
| 5Y | +25.7% | +81.9% | -56.2% | -20.8% |
| 10Y | +187.9% | +314.1% | -126.1% | -7.1% |
| All | +18,293.4% | +3,091.8% | +15,201.6% | +1,983.8% |
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