+211.7%
AEP vs WCC
+431.3%
-219.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | +2.9% | +9.9% | -7.1% | +2.3% |
| 30D | +3.2% | -8.4% | +11.6% | +3.6% |
| 3M | +3.8% | -10.3% | +14.2% | +4.3% |
| 6M | +2.5% | -10.5% | +13.0% | +2.8% |
| YTD | +15.5% | +32.2% | -16.7% | +12.6% |
| 1Y | +9.6% | +25.5% | -15.9% | +7.2% |
| 3Y | +91.2% | +134.7% | -43.5% | +74.8% |
| 5Y | +88.2% | +139.9% | -51.7% | +68.8% |
| All | +211.7% | +431.3% | -219.6% | +141.4% |
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