-6.3%
WKC vs SPY
+312.5%
-318.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +1.1% |
| 7D | +1.3% | -0.4% | +1.6% | +1.6% |
| 30D | -3.9% | -1.4% | -2.5% | -2.5% |
| 3M | +15.1% | +3.7% | +11.4% | +10.2% |
| 6M | +53.2% | +13.0% | +40.2% | +33.1% |
| YTD | +54.2% | +12.4% | +41.8% | +34.8% |
| 1Y | +41.5% | +18.5% | +23.0% | +16.3% |
| 3Y | +73.7% | +77.6% | -3.9% | -11.1% |
| 5Y | +24.5% | +81.7% | -57.1% | -39.2% |
| 10Y | -6.3% | +319.7% | -325.9% | -82.0% |
| All | -6.3% | +312.5% | -318.8% | -82.0% |
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