+3,140.5%
WKC vs SPY
+3,015.5%
+125.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.0% |
| 7D | -7.0% | -0.6% | -6.4% | -6.6% |
| 30D | -2.9% | -3.7% | +0.7% | +0.4% |
| 3M | -3.9% | -2.7% | -1.2% | -1.7% |
| 6M | +32.3% | +2.2% | +30.1% | +28.5% |
| YTD | +54.2% | +10.8% | +43.3% | +38.2% |
| 1Y | +42.4% | +11.2% | +31.2% | +27.0% |
| 3Y | +92.4% | +76.5% | +15.9% | +8.4% |
| 5Y | +43.7% | +72.9% | -29.3% | -18.3% |
| 10Y | +0.9% | +304.8% | -303.9% | -73.0% |
| All | +3,140.5% | +3,015.5% | +125.0% | +181.2% |
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