-100.0%
WCT vs SPY
+35.9%
-135.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.4% | -11.9% | -12.3% |
| 7D | +22.7% | +2.6% | +20.2% | +23.2% |
| 30D | -40.7% | -2.0% | -38.7% | -42.3% |
| 3M | -94.0% | -2.8% | -91.3% | -94.2% |
| 6M | -97.3% | +2.1% | -99.4% | -97.3% |
| YTD | -99.3% | +11.5% | -110.8% | -99.3% |
| 1Y | -99.5% | +13.5% | -113.0% | -99.5% |
| All | -100.0% | +35.9% | -135.9% | -99.9% |
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