-36.5%
WCLD vs SPY
+81.0%
-117.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.9% |
| 7D | -5.0% | -0.4% | -4.6% | -4.4% |
| 30D | -2.9% | -1.4% | -1.5% | -0.6% |
| 3M | +24.8% | +3.7% | +21.1% | +17.8% |
| 6M | +31.4% | +13.0% | +18.4% | +8.0% |
| YTD | +11.1% | +12.4% | -1.3% | -7.8% |
| 1Y | +7.5% | +18.5% | -11.0% | -18.0% |
| 3Y | +22.7% | +77.6% | -55.0% | -52.4% |
| 5Y | -36.5% | +81.7% | -118.2% | -75.0% |
| All | -36.5% | +81.0% | -117.5% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling