+3,125.1%
WKC vs SPY
+3,091.8%
+33.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | -0.1% | +0.1% | -0.3% | -0.3% |
| 30D | -8.0% | +0.1% | -8.0% | -8.0% |
| 3M | +19.9% | +2.0% | +17.9% | +17.0% |
| 6M | +46.4% | +13.0% | +33.4% | +29.1% |
| YTD | +53.4% | +13.5% | +39.9% | +34.8% |
| 1Y | +36.4% | +20.0% | +16.4% | +13.3% |
| 3Y | +70.8% | +77.2% | -6.4% | -3.7% |
| 5Y | +22.5% | +81.9% | -59.4% | -33.5% |
| 10Y | -6.6% | +314.1% | -320.7% | -75.5% |
| All | +3,125.1% | +3,091.8% | +33.3% | +174.3% |
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