+787.9%
SPY vs WCC
+1,535.5%
-747.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.1% | -5.8% | +0.6% |
| 7D | +0.1% | -5.7% | +5.8% | +1.1% |
| 30D | -3.3% | -13.5% | +10.1% | -0.7% |
| 3M | -2.4% | -12.9% | +10.5% | -0.2% |
| 6M | +2.6% | -10.7% | +13.2% | +3.7% |
| YTD | +11.2% | +30.0% | -18.8% | +3.0% |
| 1Y | +13.4% | +24.7% | -11.3% | +5.8% |
| 3Y | +79.9% | +136.6% | -56.7% | +40.6% |
| 5Y | +72.2% | +143.9% | -71.7% | +29.4% |
| 10Y | +307.3% | +465.9% | -158.6% | +134.8% |
| All | +787.9% | +1,535.5% | -747.6% | +244.6% |
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