+4.3%
AR vs WCC
+21.1%
-16.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | +0.1% |
| 7D | +2.5% | +4.5% | -2.0% | +3.4% |
| 30D | +14.8% | -5.8% | +20.6% | +13.5% |
| 3M | +6.2% | -3.7% | +9.9% | +5.9% |
| 6M | +4.3% | +23.1% | -18.8% | +10.4% |
| All | +4.3% | +21.1% | -16.8% | +10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling