-59.6%
ACHR vs WCC
+330.6%
-390.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.7% | -5.3% | -6.0% |
| 7D | -9.2% | +9.9% | -19.2% | -13.8% |
| 30D | -1.0% | -8.4% | +7.5% | +3.2% |
| 3M | -42.2% | -10.3% | -31.8% | -39.3% |
| 6M | -38.2% | -10.5% | -27.7% | -35.7% |
| YTD | -46.4% | +32.2% | -78.6% | -56.1% |
| 1Y | -49.4% | +25.5% | -74.9% | -57.2% |
| 3Y | -22.5% | +134.7% | -157.2% | -55.0% |
| 5Y | -29.8% | +139.9% | -169.7% | -61.5% |
| All | -59.6% | +330.6% | -390.1% | -80.0% |
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 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