+118.5%
WWJD vs SPY
+188.3%
-69.8%
-35.8%
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 | -0.1% | -0.4% | +0.3% | +0.2% |
| 30D | +0.4% | -1.4% | +1.8% | +1.6% |
| 3M | +6.9% | +3.7% | +3.2% | +3.7% |
| 6M | +9.7% | +13.0% | -3.3% | -0.8% |
| YTD | +13.3% | +12.4% | +0.9% | +2.9% |
| 1Y | +19.3% | +18.5% | +0.7% | +3.7% |
| 3Y | +64.0% | +77.6% | -13.6% | +0.6% |
| 5Y | +47.0% | +81.7% | -34.7% | -12.4% |
| All | +118.5% | +188.3% | -69.8% | -14.0% |
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