+73.1%
SPYM vs WCC
+139.9%
-66.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | +2.6% | +9.9% | -7.4% | +0.3% |
| 30D | -2.0% | -8.4% | +6.5% | -0.5% |
| 3M | -2.8% | -10.3% | +7.6% | -1.2% |
| 6M | +2.2% | -10.5% | +12.6% | +3.3% |
| YTD | +11.5% | +32.2% | -20.6% | +1.9% |
| 1Y | +13.5% | +25.5% | -12.0% | +4.9% |
| 3Y | +78.0% | +134.7% | -56.7% | +33.3% |
| All | +73.1% | +139.9% | -66.8% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling