+811.4%
SPYM vs WCN
+2,092.6%
-1,281.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | +2.6% | 0.0% | +1.4% |
| 30D | -2.0% | +23.9% | -25.9% | -11.1% |
| 3M | -2.8% | +17.4% | -20.2% | -9.8% |
| 6M | +2.2% | +28.0% | -25.8% | -9.2% |
| YTD | +11.5% | +11.6% | 0.0% | +4.5% |
| 1Y | +13.5% | +16.9% | -3.4% | +4.0% |
| 3Y | +78.0% | +51.6% | +26.4% | +42.7% |
| 5Y | +73.1% | +48.0% | +25.2% | +39.1% |
| 10Y | +310.9% | +322.6% | -11.7% | +108.8% |
| All | +811.4% | +2,092.6% | -1,281.2% | +142.4% |
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