+252.8%
SPOT vs WCC
+496.4%
-243.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -3.0% | 0.0% |
| 7D | -3.1% | +1.5% | -4.6% | -3.4% |
| 30D | +7.4% | -2.1% | +9.5% | +7.5% |
| 3M | +8.2% | +3.8% | +4.4% | +6.2% |
| 6M | +2.2% | +35.0% | -32.8% | -6.1% |
| YTD | -9.5% | +46.4% | -55.8% | -18.9% |
| 1Y | -23.8% | +63.0% | -86.8% | -33.9% |
| 3Y | +233.5% | +133.9% | +99.5% | +153.6% |
| 5Y | +112.2% | +226.5% | -114.3% | +46.5% |
| All | +252.8% | +496.4% | -243.6% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded WCC 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling