+59.6%
WCBR vs SPY
+118.7%
-59.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -2.4% |
| 7D | -1.9% | -0.8% | -1.2% | -1.0% |
| 30D | -6.4% | -1.1% | -5.3% | -4.9% |
| 3M | +20.0% | +3.9% | +16.1% | +14.3% |
| 6M | +47.5% | +13.6% | +33.9% | +24.8% |
| YTD | +40.5% | +12.7% | +27.8% | +20.1% |
| 1Y | +24.9% | +17.5% | +7.4% | +1.1% |
| 3Y | +81.8% | +76.9% | +4.9% | -15.8% |
| 5Y | +43.4% | +83.6% | -40.2% | -35.2% |
| All | +59.6% | +118.7% | -59.1% | -43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling