+99.6%
WSC vs SPY
+318.0%
-218.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.3% |
| 7D | +2.8% | -2.7% | +5.5% | +6.4% |
| 30D | +11.7% | -5.4% | +17.1% | +19.9% |
| 3M | -26.7% | -4.1% | -22.6% | -22.7% |
| 6M | -18.9% | +0.7% | -19.6% | -19.1% |
| YTD | +1.1% | +8.7% | -7.5% | -7.5% |
| 1Y | -2.3% | +10.9% | -13.1% | -12.5% |
| 3Y | -45.9% | +75.0% | -120.9% | -70.5% |
| 5Y | -46.2% | +67.8% | -114.0% | -69.1% |
| 10Y | +93.6% | +312.9% | -219.3% | -37.6% |
| All | +99.6% | +318.0% | -218.4% | -35.5% |
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 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