+16.8%
A vs WCC
+141.7%
-124.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.1% | -5.0% | +1.0% |
| 7D | +4.8% | -5.7% | +10.4% | +6.0% |
| 30D | +5.6% | -13.5% | +19.1% | +9.2% |
| 3M | +23.6% | -12.9% | +36.5% | +27.0% |
| 6M | +56.4% | -10.7% | +67.0% | +58.2% |
| YTD | +33.4% | +30.0% | +3.4% | +20.3% |
| 1Y | +23.7% | +24.7% | -1.0% | +12.8% |
| 3Y | +71.0% | +136.6% | -65.6% | +22.9% |
| 5Y | +16.8% | +143.9% | -127.1% | -22.4% |
| All | +16.8% | +141.7% | -124.8% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 5y: compounded portfolio wealth divided by compounded WCC 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…
5y analysis · Full analysis span regression · 6 months rolling