+442.5%
WCC vs SPY
+311.8%
+130.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +1.3% |
| 7D | +3.3% | -0.9% | +4.2% | +5.3% |
| 30D | -9.4% | -2.4% | -7.1% | -5.6% |
| 3M | -10.5% | -1.2% | -9.4% | -8.3% |
| 6M | -10.4% | +3.3% | -13.7% | -13.6% |
| YTD | +34.4% | +12.3% | +22.1% | +15.0% |
| 1Y | +27.7% | +12.4% | +15.2% | +9.3% |
| 3Y | +137.9% | +78.8% | +59.1% | +5.0% |
| 5Y | +147.0% | +75.2% | +71.9% | +15.7% |
| 10Y | +442.5% | +311.1% | +131.4% | -6.0% |
| All | +442.5% | +311.8% | +130.7% | -6.0% |
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