+102.7%
AMCR vs WCC
+519.3%
-416.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.3% |
| 7D | -1.8% | +8.5% | -10.3% | -3.5% |
| 30D | -6.0% | -1.0% | -5.0% | -6.0% |
| 3M | +18.9% | +2.1% | +16.8% | +17.6% |
| 6M | +5.7% | +36.8% | -31.2% | -1.8% |
| YTD | +11.1% | +47.7% | -36.6% | +1.5% |
| 1Y | +14.4% | +66.5% | -52.1% | +1.5% |
| 3Y | +13.0% | +134.2% | -121.2% | -9.9% |
| 5Y | -7.5% | +231.6% | -239.2% | -33.6% |
| 10Y | +20.1% | +508.1% | -488.0% | -34.0% |
| All | +102.7% | +519.3% | -416.5% | +10.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling