+15,588.9%
WWD vs SPY
+3,040.4%
+12,548.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.5% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | -7.2% | +0.1% | -7.2% | -7.2% |
| 3M | -3.8% | +2.0% | -5.8% | -6.0% |
| 6M | -9.9% | +13.0% | -22.9% | -20.8% |
| YTD | +14.8% | +13.5% | +1.3% | +0.4% |
| 1Y | +42.1% | +20.0% | +22.1% | +17.2% |
| 3Y | +170.8% | +77.2% | +93.6% | +47.2% |
| 5Y | +197.5% | +81.9% | +115.6% | +56.1% |
| 10Y | +477.8% | +314.1% | +163.8% | +34.4% |
| All | +15,588.9% | +3,040.4% | +12,548.5% | +1,421.7% |
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