+97.6%
AGG vs WCC
+7,108.8%
-7,011.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.2% |
| 7D | -0.2% | +6.8% | -7.0% | -0.1% |
| 30D | -0.2% | -3.0% | +2.8% | -0.2% |
| 3M | -0.7% | +0.2% | -0.9% | -0.7% |
| 6M | -1.8% | +33.2% | -34.9% | -1.6% |
| YTD | -0.6% | +45.8% | -46.4% | -0.3% |
| 1Y | +0.4% | +68.4% | -68.0% | +0.7% |
| 3Y | +13.2% | +131.1% | -118.0% | +14.0% |
| 5Y | -2.0% | +225.6% | -227.6% | -0.7% |
| 10Y | +15.1% | +534.2% | -519.1% | +17.4% |
| All | +97.6% | +7,108.8% | -7,011.2% | +119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling