+793.1%
SPY vs WCC
+1,591.1%
-798.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | +3.3% | +14.2% | -10.9% | +0.3% |
| 30D | -2.7% | -9.8% | +7.2% | -0.9% |
| 3M | -1.7% | -10.1% | +8.4% | -0.2% |
| 6M | +3.1% | -9.4% | +12.5% | +3.9% |
| YTD | +11.9% | +34.4% | -22.5% | +2.8% |
| 1Y | +12.0% | +23.3% | -11.3% | +4.7% |
| 3Y | +78.2% | +137.9% | -59.7% | +39.0% |
| 5Y | +73.2% | +144.0% | -70.7% | +30.2% |
| 10Y | +309.6% | +442.5% | -132.8% | +138.2% |
| All | +793.1% | +1,591.1% | -798.0% | +244.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling