+314.6%
SPYM vs WCC
+518.6%
-204.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.2% |
| 7D | -2.0% | +1.7% | -3.6% | -2.4% |
| 30D | -1.6% | -6.1% | +4.4% | -0.3% |
| 3M | +4.7% | +3.1% | +1.7% | +3.3% |
| 6M | +12.6% | +28.2% | -15.7% | +4.6% |
| YTD | +11.8% | +41.1% | -29.3% | +1.0% |
| 1Y | +17.5% | +61.3% | -43.7% | +2.2% |
| 3Y | +77.0% | +123.6% | -46.7% | +35.4% |
| 5Y | +82.6% | +214.8% | -132.2% | +22.6% |
| All | +314.6% | +518.6% | -204.0% | +105.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling