+53.2%
WCLD vs SPY
+183.9%
-130.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.3% |
| 7D | -4.8% | -0.8% | -4.0% | -3.9% |
| 30D | -2.1% | -1.1% | -1.1% | -0.7% |
| 3M | +26.4% | +3.9% | +22.6% | +20.6% |
| 6M | +34.5% | +13.6% | +20.9% | +14.4% |
| YTD | +10.8% | +12.7% | -1.9% | -4.7% |
| 1Y | +7.5% | +17.5% | -10.1% | -12.2% |
| 3Y | +21.3% | +76.9% | -55.6% | -39.3% |
| 5Y | -35.6% | +83.6% | -119.2% | -67.9% |
| All | +53.2% | +183.9% | -130.7% | -48.8% |
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