+110.6%
SPOT vs WCN
+25.5%
+85.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.3% |
| 7D | -6.9% | -4.4% | -2.4% | -4.8% |
| 30D | +4.1% | -4.4% | +8.6% | +6.4% |
| 3M | +3.7% | +0.5% | +3.2% | +3.2% |
| 6M | -1.6% | -3.3% | +1.7% | -0.6% |
| YTD | -10.2% | -8.5% | -1.7% | -6.7% |
| 1Y | -25.9% | -8.9% | -17.0% | -23.2% |
| 3Y | +235.6% | +18.0% | +217.5% | +198.2% |
| 5Y | +110.6% | +25.0% | +85.5% | +69.3% |
| All | +110.6% | +25.5% | +85.1% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 5y: compounded portfolio wealth divided by compounded WCN 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…
5y analysis · Full analysis span regression · 6 months rolling