+1,591.1%
WCC vs SPY
+799.7%
+791.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.5% |
| 7D | +14.2% | +3.3% | +10.9% | +9.6% |
| 30D | -9.8% | -2.7% | -7.2% | -6.1% |
| 3M | -10.1% | -1.7% | -8.4% | -7.4% |
| 6M | -9.4% | +3.1% | -12.5% | -11.8% |
| YTD | +34.4% | +11.9% | +22.5% | +18.4% |
| 1Y | +23.3% | +12.0% | +11.3% | +8.7% |
| 3Y | +137.9% | +78.2% | +59.7% | +19.1% |
| 5Y | +144.0% | +73.2% | +70.7% | +30.9% |
| 10Y | +442.5% | +309.6% | +132.8% | +8.8% |
| All | +1,591.1% | +799.7% | +791.4% | +33.5% |
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