-100.0%
WCT vs SPY
+35.6%
-135.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +91.8% | +2.4% | +89.5% | +92.4% |
| 7D | +59.1% | +0.1% | +59.0% | +57.4% |
| 30D | -54.2% | -3.3% | -50.9% | -55.9% |
| 3M | -89.4% | -2.4% | -86.9% | -89.6% |
| 6M | -95.8% | +2.6% | -98.4% | -95.8% |
| YTD | -98.9% | +11.2% | -110.1% | -98.8% |
| 1Y | -99.2% | +13.4% | -112.6% | -99.2% |
| All | -100.0% | +35.6% | -135.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling