-50.4%
WSC vs SPY
+77.4%
-127.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.3% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | -24.5% | +0.1% | -24.6% | -24.6% |
| 3M | -24.3% | +2.0% | -26.3% | -26.6% |
| 6M | -6.1% | +13.0% | -19.1% | -22.1% |
| YTD | +7.1% | +13.5% | -6.4% | -11.8% |
| 1Y | -14.3% | +20.0% | -34.3% | -34.8% |
| All | -50.4% | +77.4% | -127.8% | -74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling