+23.8%
WKC vs SPY
+81.8%
-58.0%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.4% |
| 7D | +0.3% | +0.5% | -0.3% | -0.1% |
| 30D | -2.9% | -0.9% | -1.9% | -2.2% |
| 3M | +18.2% | +3.9% | +14.3% | +14.5% |
| 6M | +47.1% | +14.5% | +32.6% | +31.8% |
| YTD | +53.4% | +12.9% | +40.4% | +39.0% |
| 1Y | +38.2% | +19.4% | +18.8% | +19.6% |
| 3Y | +72.8% | +78.5% | -5.7% | +6.8% |
| 5Y | +23.8% | +81.8% | -58.0% | -26.8% |
| All | +23.8% | +81.8% | -58.0% | -26.8% |
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 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