-16.6%
AMRZ vs WCC
+81.2%
-97.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.1% | -5.9% | +0.3% |
| 7D | -1.1% | -5.7% | +4.6% | -0.4% |
| 30D | +18.3% | -13.5% | +31.7% | +21.8% |
| 3M | -8.0% | -12.9% | +4.9% | -5.8% |
| 6M | -18.7% | -10.7% | -8.0% | -17.6% |
| YTD | -19.8% | +30.0% | -49.8% | -29.4% |
| 1Y | -12.3% | +24.7% | -37.0% | -21.9% |
| All | -16.6% | +81.2% | -97.8% | -34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling