-43.6%
WCT vs SPY
+18.8%
-62.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +381.9% | -1.0% | +383.0% | +380.3% |
| 7D | +478.3% | -0.4% | +478.7% | +473.4% |
| 30D | +752.6% | -1.4% | +754.0% | +750.5% |
| 3M | +429.8% | +3.7% | +426.1% | +393.9% |
| 6M | +70.1% | +13.0% | +57.1% | +28.1% |
| YTD | -13.2% | +12.4% | -25.6% | -32.2% |
| 1Y | -43.6% | +18.5% | -62.1% | -63.9% |
| All | -43.6% | +18.8% | -62.4% | -63.9% |
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 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