-86.2%
WCT vs SPY
+20.8%
-107.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.5% |
| 7D | +32.1% | +0.1% | +32.0% | +31.9% |
| 30D | +75.6% | +0.1% | +75.6% | +75.0% |
| 3M | -31.4% | +2.0% | -33.4% | -31.5% |
| 6M | -69.4% | +13.0% | -82.4% | -76.2% |
| YTD | -82.0% | +13.5% | -95.5% | -85.9% |
| 1Y | -86.2% | +20.0% | -106.1% | -91.0% |
| All | -86.2% | +20.8% | -107.0% | -91.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling