-100.0%
WCT vs SPY
+35.1%
-135.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -0.4% | -11.7% | -12.2% |
| 7D | +42.9% | -0.6% | +43.5% | +40.9% |
| 30D | -59.7% | -3.7% | -56.1% | -61.3% |
| 3M | -90.3% | -2.7% | -87.6% | -90.5% |
| 6M | -96.3% | +2.2% | -98.5% | -96.3% |
| YTD | -99.0% | +10.8% | -109.8% | -99.0% |
| 1Y | -99.3% | +11.2% | -110.6% | -99.3% |
| All | -100.0% | +35.1% | -135.1% | -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