+1,535.5%
WCC vs SPY
+794.4%
+741.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.4% | +5.8% | +5.0% |
| 7D | -5.7% | +0.1% | -5.8% | -5.6% |
| 30D | -13.5% | -3.3% | -10.1% | -9.1% |
| 3M | -12.9% | -2.4% | -10.5% | -9.4% |
| 6M | -10.7% | +2.6% | -13.2% | -12.5% |
| YTD | +30.0% | +11.2% | +18.8% | +15.4% |
| 1Y | +24.7% | +13.4% | +11.3% | +8.2% |
| 3Y | +136.6% | +79.9% | +56.7% | +16.9% |
| 5Y | +143.9% | +72.2% | +71.7% | +31.9% |
| 10Y | +465.9% | +307.3% | +158.6% | +14.4% |
| All | +1,535.5% | +794.4% | +741.1% | +30.1% |
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