+1,596.7%
WTFC vs SPY
+1,004.5%
+592.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | 0.0% |
| 7D | -1.2% | +0.1% | -1.3% | -1.4% |
| 30D | +8.5% | -3.3% | +11.9% | +12.2% |
| 3M | -2.1% | -2.4% | +0.4% | +0.2% |
| 6M | +3.3% | +2.6% | +0.7% | -0.1% |
| YTD | +12.4% | +11.2% | +1.1% | -0.1% |
| 1Y | +20.3% | +13.4% | +6.9% | +4.7% |
| 3Y | +110.8% | +79.9% | +30.9% | +14.8% |
| 5Y | +82.9% | +72.2% | +10.7% | +4.5% |
| 10Y | +218.4% | +307.3% | -89.0% | -18.7% |
| All | +1,596.7% | +1,004.5% | +592.2% | +105.1% |
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 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