-33.8%
WCLD vs SPY
+74.6%
-108.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | -0.2% |
| 7D | -3.9% | -0.9% | -3.0% | -2.6% |
| 30D | -3.4% | -2.4% | -1.1% | +0.1% |
| 3M | +4.3% | -1.2% | +5.5% | +6.2% |
| 6M | +44.0% | +3.3% | +40.7% | +36.6% |
| YTD | +19.2% | +12.3% | +6.9% | -1.1% |
| 1Y | +16.2% | +12.4% | +3.7% | -3.9% |
| 3Y | +46.1% | +78.8% | -32.7% | -44.4% |
| 5Y | -33.8% | +75.2% | -108.9% | -72.7% |
| All | -33.8% | +74.6% | -108.4% | -72.7% |
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