-24.2%
AR vs WCC
+384.6%
-408.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -2.2% |
| 7D | +2.5% | +4.5% | -2.0% | +0.6% |
| 30D | +14.8% | -5.8% | +20.6% | +17.0% |
| 3M | +6.2% | -3.7% | +9.9% | +5.7% |
| 6M | +4.3% | +23.1% | -18.8% | -8.5% |
| YTD | +14.4% | +44.2% | -29.8% | -7.0% |
| 1Y | +21.3% | +62.1% | -40.8% | -7.4% |
| 3Y | +39.8% | +121.1% | -81.3% | -15.0% |
| 5Y | +142.1% | +214.0% | -71.9% | +15.1% |
| 10Y | +52.0% | +472.8% | -420.7% | -53.0% |
| All | -24.2% | +384.6% | -408.9% | -73.5% |
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