-96.4%
WCT vs SPY
+37.7%
-134.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +4.7% |
| 7D | +530.2% | +3.0% | +527.1% | +528.0% |
| 30D | +530.2% | +3.0% | +527.1% | +528.0% |
| 3M | +453.8% | +3.9% | +449.9% | +430.2% |
| 6M | +103.1% | +14.5% | +88.5% | +15.6% |
| YTD | -8.6% | +12.9% | -21.5% | -48.9% |
| 1Y | -30.1% | +19.4% | -49.5% | -58.4% |
| All | -96.4% | +37.7% | -134.1% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling