-99.4%
WCT vs SPY
+33.6%
-133.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.7% |
| 7D | +12.6% | -1.5% | +14.2% | +11.3% |
| 30D | -28.8% | +0.6% | -29.4% | -28.4% |
| 3M | -51.3% | +4.9% | -56.2% | -50.0% |
| 6M | -86.1% | +8.0% | -94.1% | -85.9% |
| YTD | -85.5% | +9.6% | -95.1% | -85.1% |
| 1Y | -89.1% | +19.7% | -108.8% | -87.5% |
| All | -99.4% | +33.6% | -133.1% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling