+7,776.2%
WCN vs SPY
+1,002.6%
+6,773.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +2.6% | +2.6% | 0.0% | +1.0% |
| 30D | +23.9% | -2.0% | +25.9% | +25.1% |
| 3M | +17.4% | -2.8% | +20.2% | +19.1% |
| 6M | +28.0% | +2.1% | +25.9% | +25.4% |
| YTD | +11.6% | +11.5% | +0.1% | +3.4% |
| 1Y | +16.9% | +13.5% | +3.4% | +7.1% |
| 3Y | +51.6% | +77.7% | -26.1% | +3.6% |
| 5Y | +48.0% | +72.6% | -24.6% | +1.7% |
| 10Y | +322.6% | +308.2% | +14.4% | +67.7% |
| All | +7,776.2% | +1,002.6% | +6,773.6% | +1,675.5% |
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