+1,278.0%
AAPL vs WCC
+541.6%
+736.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +0.9% |
| 7D | +3.8% | +1.5% | +2.3% | +3.4% |
| 30D | +9.9% | -2.1% | +12.1% | +10.1% |
| 3M | +12.5% | +3.8% | +8.7% | +10.4% |
| 6M | +27.6% | +35.0% | -7.4% | +16.7% |
| YTD | +22.6% | +46.4% | -23.8% | +9.5% |
| 1Y | +45.0% | +63.0% | -18.0% | +25.4% |
| 3Y | +87.8% | +133.9% | -46.2% | +41.2% |
| 5Y | +128.7% | +226.5% | -97.9% | +52.1% |
| All | +1,278.0% | +541.6% | +736.4% | +622.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling