+6,581.2%
WCN vs SPY
+1,022.9%
+5,558.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +0.4% | +0.1% | +0.4% | +0.4% |
| 3M | +7.3% | +2.0% | +5.3% | +5.6% |
| 6M | -2.5% | +13.0% | -15.5% | -10.1% |
| YTD | -5.4% | +13.5% | -18.9% | -13.0% |
| 1Y | -8.5% | +20.0% | -28.4% | -18.8% |
| 3Y | +20.8% | +77.2% | -56.4% | -17.0% |
| 5Y | +30.0% | +81.9% | -51.9% | -13.2% |
| 10Y | +238.4% | +314.1% | -75.7% | +33.5% |
| All | +6,581.2% | +1,022.9% | +5,558.3% | +1,394.3% |
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