+192.5%
WWD vs SPY
+81.8%
+110.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.5% |
| 7D | +0.8% | +0.5% | +0.3% | +0.3% |
| 30D | -6.4% | -0.9% | -5.5% | -5.5% |
| 3M | -5.6% | +3.9% | -9.5% | -9.2% |
| 6M | -9.1% | +14.5% | -23.6% | -20.6% |
| YTD | +12.5% | +12.9% | -0.4% | -0.3% |
| 1Y | +41.3% | +19.4% | +22.0% | +18.7% |
| 3Y | +170.2% | +78.5% | +91.8% | +55.3% |
| 5Y | +192.5% | +81.8% | +110.7% | +65.8% |
| All | +192.5% | +81.8% | +110.7% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling