+561.6%
SPYG vs WCN
+3,612.1%
-3,050.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.1% |
| 7D | +1.2% | -0.4% | +1.6% | +1.4% |
| 30D | -1.6% | -2.1% | +0.6% | -0.8% |
| 3M | +3.4% | +6.4% | -3.0% | +0.5% |
| 6M | +18.9% | -3.7% | +22.6% | +19.4% |
| YTD | +13.8% | -6.4% | +20.1% | +15.1% |
| 1Y | +20.6% | -7.9% | +28.5% | +22.4% |
| 3Y | +100.5% | +20.8% | +79.7% | +82.1% |
| 5Y | +84.6% | +29.0% | +55.6% | +63.1% |
| 10Y | +410.8% | +236.4% | +174.5% | +224.6% |
| All | +561.6% | +3,612.1% | -3,050.4% | +123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling