+63.7%
WCLD vs SPY
+181.9%
-118.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +0.5% | +3.3% | -2.8% | -3.4% |
| 30D | -3.8% | -2.7% | -1.1% | -0.4% |
| 3M | +4.6% | -1.7% | +6.3% | +7.0% |
| 6M | +47.0% | +3.1% | +43.9% | +41.4% |
| YTD | +18.4% | +11.9% | +6.5% | +2.7% |
| 1Y | +15.8% | +12.0% | +3.9% | +0.4% |
| 3Y | +45.1% | +78.2% | -33.0% | -28.2% |
| 5Y | -35.4% | +73.2% | -108.7% | -66.1% |
| All | +63.7% | +181.9% | -118.2% | -44.8% |
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