+81.8%
SPY vs WCC
+229.6%
-147.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.1% |
| 7D | +0.5% | +8.5% | -7.9% | -1.4% |
| 30D | -0.9% | -1.0% | 0.0% | -0.9% |
| 3M | +3.9% | +2.1% | +1.8% | +2.7% |
| 6M | +14.5% | +36.8% | -22.3% | +4.9% |
| YTD | +12.9% | +47.7% | -34.8% | +1.1% |
| 1Y | +19.4% | +66.5% | -47.2% | +3.2% |
| 3Y | +78.5% | +134.2% | -55.7% | +34.6% |
| 5Y | +81.8% | +231.6% | -149.9% | +15.9% |
| All | +81.8% | +229.6% | -147.9% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling