-23.2%
SPCX vs WM
+10.8%
-34.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +1.2% | -10.2% | -8.4% |
| 7D | -14.1% | +4.5% | -18.6% | -12.1% |
| 30D | -28.1% | +16.1% | -44.2% | -23.3% |
| 3M | +14.2% | +8.0% | +6.1% | +17.3% |
| All | -23.2% | +10.8% | -34.0% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 6mo: compounded portfolio wealth divided by compounded WM 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…
6mo analysis · Full analysis span regression · Available span rolling