+143.9%
WCC vs SPY
+71.5%
+72.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.4% | +5.8% | +4.3% |
| 7D | -5.7% | +0.1% | -5.8% | -5.7% |
| 30D | -13.5% | -3.3% | -10.1% | -8.2% |
| 3M | -12.9% | -2.4% | -10.5% | -8.8% |
| 6M | -10.7% | +2.6% | -13.2% | -13.1% |
| YTD | +30.0% | +11.2% | +18.8% | +12.1% |
| 1Y | +24.7% | +13.4% | +11.3% | +4.6% |
| 3Y | +136.6% | +79.9% | +56.7% | +1.1% |
| 5Y | +143.9% | +72.2% | +71.7% | +15.7% |
| All | +143.9% | +71.5% | +72.4% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling