+414.4%
SPYG vs WCN
+235.9%
+178.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.9% | -3.1% | +2.2% | +0.6% |
| 30D | -1.5% | -3.4% | +1.9% | +0.1% |
| 3M | +3.7% | +3.0% | +0.8% | +1.5% |
| 6M | +16.4% | -3.8% | +20.2% | +17.1% |
| YTD | +13.3% | -8.3% | +21.7% | +16.5% |
| 1Y | +17.9% | -9.7% | +27.6% | +21.7% |
| 3Y | +98.3% | +17.2% | +81.2% | +71.2% |
| 5Y | +86.4% | +25.3% | +61.2% | +51.9% |
| All | +414.4% | +235.9% | +178.5% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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