+13.1%
WTFCN vs SPY
+35.4%
-22.3%
-3.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | -0.2% | +2.6% | -2.8% | -0.4% |
| 30D | -0.3% | -2.0% | +1.7% | -0.1% |
| 3M | -0.3% | -2.8% | +2.5% | 0.0% |
| 6M | +0.8% | +2.1% | -1.3% | +0.4% |
| YTD | +4.8% | +11.5% | -6.7% | +2.8% |
| 1Y | +5.5% | +13.5% | -8.0% | +3.2% |
| All | +13.1% | +35.4% | -22.3% | +7.4% |
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