-20.2%
AMRZ vs WCC
+84.2%
-104.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | -2.1% | +9.9% | -12.0% | -4.4% |
| 30D | +13.0% | -8.4% | +21.4% | +14.5% |
| 3M | -12.1% | -10.3% | -1.8% | -10.7% |
| 6M | -19.1% | -10.5% | -8.7% | -18.1% |
| YTD | -23.3% | +32.2% | -55.4% | -32.7% |
| 1Y | -16.6% | +25.5% | -42.1% | -25.7% |
| All | -20.2% | +84.2% | -104.4% | -37.2% |
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