+47.8%
WCN vs SPY
+72.1%
-24.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +2.6% | +2.6% | 0.0% | +1.5% |
| 30D | +23.9% | -2.0% | +25.9% | +24.7% |
| 3M | +17.4% | -2.8% | +20.2% | +18.5% |
| 6M | +28.0% | +2.1% | +25.9% | +26.2% |
| YTD | +11.6% | +11.5% | +0.1% | +5.5% |
| 1Y | +16.9% | +13.5% | +3.4% | +9.6% |
| 3Y | +51.6% | +77.7% | -26.1% | +10.3% |
| All | +47.8% | +72.1% | -24.3% | +9.0% |
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