+16.9%
AEP vs WCC
+66.6%
-49.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.2% |
| 7D | -0.9% | +1.5% | -2.5% | -1.0% |
| 30D | -1.1% | -2.1% | +1.1% | -1.0% |
| 3M | -3.3% | +3.8% | -7.1% | -3.2% |
| 6M | -4.6% | +35.0% | -39.6% | -5.3% |
| YTD | +9.4% | +46.4% | -36.9% | +8.7% |
| 1Y | +16.9% | +63.0% | -46.0% | +15.6% |
| All | +16.9% | +66.6% | -49.6% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling