+819.0%
SPYM vs WCN
+1,719.1%
-900.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -0.4% | -1.7% | +1.4% | +0.4% |
| 30D | -1.4% | -3.0% | +1.6% | -0.1% |
| 3M | +3.7% | +2.5% | +1.2% | +2.1% |
| 6M | +13.0% | -5.7% | +18.7% | +14.8% |
| YTD | +12.5% | -7.4% | +19.9% | +14.8% |
| 1Y | +18.6% | -8.6% | +27.2% | +21.4% |
| 3Y | +78.0% | +19.4% | +58.6% | +59.0% |
| 5Y | +82.3% | +27.2% | +55.1% | +56.7% |
| 10Y | +322.9% | +238.5% | +84.3% | +137.3% |
| All | +819.0% | +1,719.1% | -900.1% | +166.3% |
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