+43.7%
WKC vs SPY
+72.2%
-28.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -7.0% | -0.6% | -6.4% | -6.6% |
| 30D | -2.9% | -3.7% | +0.7% | -0.3% |
| 3M | -3.9% | -2.7% | -1.2% | -2.1% |
| 6M | +32.3% | +2.2% | +30.1% | +29.4% |
| YTD | +54.2% | +10.8% | +43.3% | +41.4% |
| 1Y | +42.4% | +11.2% | +31.2% | +30.0% |
| 3Y | +92.4% | +76.5% | +15.9% | +19.4% |
| 5Y | +43.7% | +72.9% | -29.3% | -11.8% |
| All | +43.7% | +72.2% | -28.5% | -11.8% |
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