+1,136.5%
ALL vs WCC
+1,412.6%
-276.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.6% | -4.9% |
| 7D | -1.9% | -14.7% | +12.8% | +1.0% |
| 30D | +13.8% | -20.1% | +33.8% | +18.5% |
| 3M | -7.0% | -21.2% | +14.2% | -3.3% |
| 6M | +18.0% | -19.2% | +37.2% | +20.7% |
| YTD | +24.2% | +20.2% | +4.0% | +15.2% |
| 1Y | +31.2% | +14.5% | +16.7% | +22.8% |
| 3Y | +107.5% | +115.1% | -7.6% | +59.3% |
| 5Y | +144.8% | +121.5% | +23.3% | +78.2% |
| 10Y | +375.8% | +468.1% | -92.4% | +151.6% |
| All | +1,136.5% | +1,412.6% | -276.1% | +354.7% |
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 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