+134.2%
WCC vs SPY
+78.7%
+55.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +3.4% |
| 7D | +8.5% | +0.5% | +7.9% | +7.4% |
| 30D | -1.0% | -0.9% | 0.0% | +0.7% |
| 3M | +2.1% | +3.9% | -1.8% | -3.9% |
| 6M | +36.8% | +14.5% | +22.3% | +9.7% |
| YTD | +47.7% | +12.9% | +34.8% | +21.5% |
| 1Y | +66.5% | +19.4% | +47.2% | +25.1% |
| 3Y | +134.2% | +78.5% | +55.7% | -13.8% |
| All | +134.2% | +78.7% | +55.4% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling