-47.9%
WSC vs SPY
+74.0%
-121.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.0% |
| 7D | +11.2% | +3.3% | +7.9% | +6.7% |
| 30D | +14.7% | -2.7% | +17.4% | +19.5% |
| 3M | -9.7% | -1.7% | -8.0% | -7.2% |
| 6M | -26.1% | +3.1% | -29.2% | -28.6% |
| YTD | +6.4% | +11.9% | -5.5% | -7.1% |
| 1Y | +10.5% | +12.0% | -1.5% | -3.3% |
| 3Y | -44.8% | +78.2% | -122.9% | -71.0% |
| 5Y | -47.9% | +73.2% | -121.1% | -71.5% |
| All | -47.9% | +74.0% | -121.9% | -71.5% |
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