+107.5%
WSC vs SPY
+311.3%
-203.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | +0.2% |
| 7D | +1.2% | +0.5% | +0.7% | +0.5% |
| 30D | -18.2% | -0.9% | -17.2% | -17.2% |
| 3M | -25.9% | +3.9% | -29.8% | -29.4% |
| 6M | +3.8% | +14.5% | -10.7% | -12.2% |
| YTD | +6.5% | +12.9% | -6.4% | -8.1% |
| 1Y | -13.2% | +19.4% | -32.6% | -29.9% |
| 3Y | -51.7% | +78.5% | -130.2% | -75.5% |
| 5Y | -29.4% | +81.8% | -111.2% | -64.9% |
| 10Y | +107.5% | +311.5% | -204.0% | -45.1% |
| All | +107.5% | +311.3% | -203.8% | -45.1% |
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