+84.9%
SPYG vs WCN
+25.5%
+59.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -1.8% | -4.4% | +2.6% | -0.4% |
| 30D | -1.9% | -4.4% | +2.5% | -0.5% |
| 3M | +5.2% | +0.5% | +4.7% | +4.4% |
| 6M | +15.6% | -3.3% | +18.8% | +16.0% |
| YTD | +12.4% | -8.5% | +20.9% | +15.2% |
| 1Y | +17.5% | -8.9% | +26.4% | +20.2% |
| 3Y | +98.1% | +18.0% | +80.0% | +73.0% |
| 5Y | +84.9% | +25.0% | +59.9% | +50.0% |
| All | +84.9% | +25.5% | +59.5% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling