-24.2%
AA vs WCC
+1,536.7%
-1,561.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +1.2% | -9.9% | +11.2% | +5.3% |
| 30D | -5.0% | -13.4% | +8.4% | +0.1% |
| 3M | -22.2% | -13.5% | -8.7% | -18.4% |
| 6M | -36.3% | -10.6% | -25.7% | -34.3% |
| YTD | -24.2% | +30.1% | -54.3% | -34.2% |
| 1Y | +3.9% | +22.3% | -18.5% | -7.3% |
| 3Y | +67.6% | +130.3% | -62.7% | +10.9% |
| 5Y | -8.8% | +144.5% | -153.3% | -43.2% |
| 10Y | +45.0% | +431.8% | -386.9% | -36.0% |
| All | -24.2% | +1,536.7% | -1,561.0% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling