-18.5%
AMRZ vs WCC
+67.6%
-86.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.3% |
| 7D | +1.2% | -14.7% | +15.9% | +4.6% |
| 30D | +15.1% | -20.1% | +35.1% | +20.8% |
| 3M | -18.1% | -21.2% | +3.1% | -13.8% |
| 6M | -23.5% | -19.2% | -4.3% | -20.5% |
| YTD | -21.6% | +20.2% | -41.8% | -29.6% |
| 1Y | -14.7% | +14.5% | -29.2% | -22.4% |
| All | -18.5% | +67.6% | -86.0% | -34.4% |
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 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