+18,282.3%
WSO vs SPY
+3,015.5%
+15,266.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -0.1% | -0.6% | +0.5% | +0.4% |
| 30D | +12.5% | -3.7% | +16.2% | +15.7% |
| 3M | -3.6% | -2.7% | -0.9% | -1.7% |
| 6M | -24.5% | +2.2% | -26.7% | -25.9% |
| YTD | -4.2% | +10.8% | -15.0% | -11.7% |
| 1Y | -8.0% | +11.2% | -19.3% | -15.4% |
| 3Y | -9.9% | +76.5% | -86.4% | -42.4% |
| 5Y | +22.0% | +72.9% | -50.9% | -20.2% |
| 10Y | +200.8% | +304.8% | -104.0% | -1.5% |
| All | +18,282.3% | +3,015.5% | +15,266.8% | +2,017.8% |
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