+1,582.0%
WTFC vs SPY
+1,027.3%
+554.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | -4.2% | +0.1% | -4.3% | -4.3% |
| 3M | +1.4% | +2.0% | -0.6% | -1.0% |
| 6M | +6.8% | +13.0% | -6.2% | -6.4% |
| YTD | +11.4% | +13.5% | -2.1% | -2.8% |
| 1Y | +11.8% | +20.0% | -8.1% | -7.9% |
| 3Y | +103.5% | +77.2% | +26.3% | +12.9% |
| 5Y | +127.8% | +81.9% | +46.0% | +23.3% |
| 10Y | +223.5% | +314.1% | -90.6% | -18.6% |
| All | +1,582.0% | +1,027.3% | +554.6% | +99.6% |
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