+495.3%
WWD vs SPY
+312.5%
+182.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | +0.6% | -0.4% | +1.0% | +1.1% |
| 30D | -5.1% | -1.4% | -3.7% | -3.5% |
| 3M | -11.2% | +3.7% | -14.9% | -15.1% |
| 6M | -12.0% | +13.0% | -25.0% | -23.8% |
| YTD | +12.0% | +12.4% | -0.4% | -2.5% |
| 1Y | +42.8% | +18.5% | +24.3% | +16.9% |
| 3Y | +168.9% | +77.6% | +91.3% | +35.1% |
| 5Y | +192.2% | +81.7% | +110.5% | +41.2% |
| 10Y | +495.3% | +319.7% | +175.6% | +0.1% |
| All | +495.3% | +312.5% | +182.8% | +0.1% |
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