+1,713.7%
WCC vs SPY
+813.0%
+900.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.4% |
| 7D | +4.5% | +0.1% | +4.4% | +4.3% |
| 30D | -5.8% | +0.1% | -5.8% | -5.8% |
| 3M | -3.7% | +2.0% | -5.6% | -5.6% |
| 6M | +23.1% | +13.0% | +10.0% | +6.1% |
| YTD | +44.2% | +13.5% | +30.6% | +23.8% |
| 1Y | +62.1% | +20.0% | +42.1% | +29.8% |
| 3Y | +121.1% | +77.2% | +43.9% | +11.0% |
| 5Y | +214.0% | +81.9% | +132.1% | +57.5% |
| 10Y | +472.8% | +314.1% | +158.7% | +12.8% |
| All | +1,713.7% | +813.0% | +900.8% | +39.6% |
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