-63.2%
SPCH vs WY
-12.7%
-50.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +5.6% | -13.2% | -2.2% |
| 7D | -13.4% | +13.3% | -26.7% | -1.6% |
| 30D | -39.6% | +17.6% | -57.3% | -28.9% |
| 3M | -1.4% | -15.0% | +13.6% | -1.2% |
| All | -63.2% | -12.7% | -50.5% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · Available span rolling