+58.3%
WCEO vs SPY
+102.6%
-44.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +2.4% | +2.6% | -0.1% | 0.0% |
| 30D | +4.8% | -2.0% | +6.7% | +6.7% |
| 3M | -0.9% | -2.8% | +1.9% | +1.7% |
| 6M | +11.3% | +2.1% | +9.1% | +8.7% |
| YTD | +19.6% | +11.5% | +8.1% | +7.1% |
| 1Y | +24.3% | +13.5% | +10.8% | +9.4% |
| 3Y | +65.7% | +77.7% | -12.0% | -9.0% |
| All | +58.3% | +102.6% | -44.3% | -25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling