+0.2%
WKC vs SPY
+311.8%
-311.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -2.0% |
| 7D | -7.6% | -0.9% | -6.6% | -6.8% |
| 30D | -2.7% | -2.4% | -0.4% | -0.5% |
| 3M | -4.0% | -1.2% | -2.9% | -3.2% |
| 6M | +31.0% | +3.3% | +27.7% | +25.3% |
| YTD | +53.3% | +12.3% | +41.0% | +33.6% |
| 1Y | +48.6% | +12.4% | +36.2% | +29.2% |
| 3Y | +91.2% | +78.8% | +12.4% | -3.3% |
| 5Y | +41.5% | +75.2% | -33.7% | -27.7% |
| 10Y | +0.2% | +311.1% | -310.9% | -80.9% |
| All | +0.2% | +311.8% | -311.5% | -80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling