+114.0%
WDCX vs SPY
+10.9%
+103.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +5.0% | +7.9% |
| 7D | +12.2% | +0.5% | +11.6% | +7.1% |
| 30D | +15.9% | -0.9% | +16.9% | +22.0% |
| 3M | -37.5% | +3.9% | -41.4% | -47.8% |
| 6M | +148.7% | +14.5% | +134.2% | +32.8% |
| All | +114.0% | +10.9% | +103.0% | +43.8% |
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