+16.9%
SPYG vs WCC
+60.6%
-43.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.2% |
| 7D | -1.8% | +1.7% | -3.5% | -2.2% |
| 30D | -1.9% | -6.1% | +4.1% | -0.8% |
| 3M | +5.2% | +3.1% | +2.1% | +4.0% |
| 6M | +15.6% | +28.2% | -12.7% | +8.9% |
| YTD | +12.4% | +41.1% | -28.7% | +4.1% |
| All | +16.9% | +60.6% | -43.7% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling