+60.8%
WCLD vs SPY
+186.1%
-125.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.5% |
| 7D | -5.1% | +0.1% | -5.3% | -5.2% |
| 30D | +6.6% | +0.1% | +6.5% | +6.7% |
| 3M | +22.9% | +2.0% | +20.9% | +19.8% |
| 6M | +43.0% | +13.0% | +30.0% | +22.4% |
| YTD | +16.3% | +13.5% | +2.8% | -0.9% |
| 1Y | +16.5% | +20.0% | -3.4% | -7.2% |
| 3Y | +26.1% | +77.2% | -51.0% | -37.0% |
| 5Y | -35.4% | +81.9% | -117.3% | -67.7% |
| All | +60.8% | +186.1% | -125.3% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling