+311.1%
SPOT vs WCC
+438.6%
-127.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.0% | +2.7% |
| 7D | +1.6% | +9.9% | -8.4% | -0.3% |
| 30D | +16.9% | -8.4% | +25.4% | +17.9% |
| 3M | +23.0% | -10.3% | +33.3% | +23.7% |
| 6M | +42.2% | -10.5% | +52.7% | +41.8% |
| YTD | +5.5% | +32.2% | -26.7% | -4.7% |
| 1Y | -5.1% | +25.5% | -30.6% | -13.3% |
| 3Y | +257.9% | +134.7% | +123.2% | +167.8% |
| 5Y | +118.4% | +139.9% | -21.6% | +57.3% |
| All | +311.1% | +438.6% | -127.5% | +154.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling