-45.3%
ACHR vs WCC
+359.6%
-404.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | +0.9% |
| 7D | -5.4% | +1.7% | -7.0% | -6.3% |
| 30D | -19.7% | -6.1% | -13.7% | -17.2% |
| 3M | +7.9% | +3.1% | +4.8% | +4.8% |
| 6M | -13.8% | +28.2% | -42.0% | -27.1% |
| YTD | -27.5% | +41.1% | -68.6% | -42.1% |
| 1Y | -33.9% | +61.3% | -95.2% | -51.4% |
| 3Y | -20.0% | +123.6% | -143.6% | -52.2% |
| 5Y | -44.0% | +214.8% | -258.8% | -70.6% |
| All | -45.3% | +359.6% | -404.9% | -73.7% |
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 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