+60.7%
WCBR vs SPY
+119.2%
-58.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -0.6% |
| 7D | -2.1% | +0.5% | -2.7% | -2.8% |
| 30D | -2.4% | -0.9% | -1.5% | -1.0% |
| 3M | +18.7% | +3.9% | +14.8% | +13.1% |
| 6M | +51.7% | +14.5% | +37.2% | +27.0% |
| YTD | +41.4% | +12.9% | +28.5% | +20.6% |
| 1Y | +25.4% | +19.4% | +6.0% | -0.6% |
| 3Y | +86.9% | +78.5% | +8.4% | -14.5% |
| 5Y | +42.2% | +81.8% | -39.6% | -35.0% |
| All | +60.7% | +119.2% | -58.5% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling