+19.1%
AA vs WCC
+229.6%
-210.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.1% | +2.2% |
| 7D | +1.7% | +8.5% | -6.8% | -2.8% |
| 30D | +3.3% | -1.0% | +4.3% | +3.7% |
| 3M | -29.4% | +2.1% | -31.5% | -30.7% |
| 6M | -12.8% | +36.8% | -49.6% | -28.1% |
| YTD | -2.1% | +47.7% | -49.9% | -23.0% |
| 1Y | +62.8% | +66.5% | -3.8% | +19.2% |
| 3Y | +90.5% | +134.2% | -43.7% | +9.4% |
| 5Y | +19.1% | +231.6% | -212.6% | -51.9% |
| All | +19.1% | +229.6% | -210.6% | -51.9% |
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