+22.0%
AME vs WCC
+26.8%
-4.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | -0.7% |
| 7D | +1.1% | +3.3% | -2.2% | -0.3% |
| 30D | -4.1% | -9.4% | +5.4% | -0.9% |
| 3M | -6.3% | -10.5% | +4.2% | -3.2% |
| 6M | +3.5% | -10.4% | +14.0% | +6.6% |
| YTD | +17.3% | +34.4% | -17.1% | +4.2% |
| 1Y | +22.0% | +27.7% | -5.6% | +9.4% |
| All | +22.0% | +26.8% | -4.8% | +9.4% |
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 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