+47.6%
WCBR vs SPY
+14.6%
+33.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -2.2% |
| 7D | -11.9% | -0.7% | -11.1% | -11.1% |
| 30D | -4.4% | -1.0% | -3.4% | -3.2% |
| 3M | +12.5% | -0.3% | +12.9% | +13.3% |
| 6M | +66.1% | +7.3% | +58.7% | +56.0% |
| YTD | +62.0% | +13.3% | +48.6% | +44.1% |
| 1Y | +47.6% | +14.8% | +32.8% | +29.3% |
| All | +47.6% | +14.6% | +33.0% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling