+307.8%
SPY vs WCC
+431.3%
-123.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | +2.6% | +9.9% | -7.4% | +0.2% |
| 30D | -2.0% | -8.4% | +6.5% | -0.4% |
| 3M | -2.8% | -10.3% | +7.6% | -1.1% |
| 6M | +2.1% | -10.5% | +12.6% | +3.3% |
| YTD | +11.5% | +32.2% | -20.7% | +1.6% |
| 1Y | +13.5% | +25.5% | -12.1% | +4.6% |
| 3Y | +77.7% | +134.7% | -57.0% | +33.3% |
| 5Y | +72.6% | +139.9% | -67.3% | +23.2% |
| All | +307.8% | +431.3% | -123.5% | +112.9% |
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