-5.6%
AA vs WCC
+1,713.7%
-1,719.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | -3.8% |
| 7D | -0.7% | +4.5% | -5.2% | -2.7% |
| 30D | +5.0% | -5.8% | +10.8% | +7.4% |
| 3M | -35.8% | -3.7% | -32.2% | -35.1% |
| 6M | -18.4% | +23.1% | -41.4% | -26.6% |
| YTD | -5.5% | +44.2% | -49.6% | -20.6% |
| 1Y | +61.0% | +62.1% | -1.1% | +28.2% |
| 3Y | +66.2% | +121.1% | -54.9% | +12.8% |
| 5Y | +11.4% | +214.0% | -202.6% | -36.6% |
| 10Y | +116.9% | +472.8% | -355.9% | -6.5% |
| All | -5.6% | +1,713.7% | -1,719.3% | -74.7% |
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