-14.7%
AMRZ vs WCC
+100.9%
-115.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -1.6% |
| 7D | -1.9% | +4.5% | -6.4% | -3.2% |
| 30D | -16.9% | -5.8% | -11.1% | -15.5% |
| 3M | -19.2% | -3.7% | -15.5% | -18.6% |
| 6M | -29.3% | +23.1% | -52.3% | -34.9% |
| YTD | -18.0% | +44.2% | -62.1% | -28.8% |
| 1Y | -15.1% | +62.1% | -77.2% | -30.7% |
| All | -14.7% | +100.9% | -115.6% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling