-18.7%
AMRZ vs WCC
+87.4%
-106.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -1.6% |
| 7D | -5.5% | +3.3% | -8.8% | -6.3% |
| 30D | +15.6% | -9.4% | +25.1% | +17.7% |
| 3M | -12.1% | -10.5% | -1.6% | -10.6% |
| 6M | -19.4% | -10.4% | -9.0% | -18.3% |
| YTD | -21.9% | +34.4% | -56.3% | -31.7% |
| 1Y | -15.0% | +27.7% | -42.7% | -24.6% |
| All | -18.7% | +87.4% | -106.1% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling