+322.5%
WCN vs SPY
+307.0%
+15.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +2.6% | +2.6% | 0.0% | +1.1% |
| 30D | +23.9% | -2.0% | +25.9% | +25.0% |
| 3M | +17.4% | -2.8% | +20.2% | +19.0% |
| 6M | +28.0% | +2.1% | +25.9% | +25.5% |
| YTD | +11.6% | +11.5% | +0.1% | +3.6% |
| 1Y | +16.9% | +13.5% | +3.4% | +7.3% |
| 3Y | +51.6% | +77.7% | -26.1% | +2.7% |
| 5Y | +48.0% | +72.6% | -24.6% | +1.1% |
| All | +322.5% | +307.0% | +15.4% | +52.6% |
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