+111.4%
WSC vs SPY
+336.7%
-225.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.1% |
| 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% | -26.0% |
| 6M | -6.1% | +13.0% | -19.1% | -18.5% |
| YTD | +7.1% | +13.5% | -6.4% | -7.4% |
| 1Y | -14.3% | +20.0% | -34.3% | -30.4% |
| 3Y | -51.5% | +77.2% | -128.6% | -74.1% |
| 5Y | -30.4% | +81.9% | -112.3% | -63.8% |
| 10Y | +108.0% | +314.1% | -206.1% | -36.7% |
| All | +111.4% | +336.7% | -225.3% | -35.4% |
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