+131.9%
AS vs WCC
+91.1%
+40.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.3% | -5.8% | -3.6% |
| 7D | -3.0% | +3.3% | -6.3% | -4.4% |
| 30D | +9.6% | -9.4% | +19.0% | +12.2% |
| 3M | -8.2% | -10.5% | +2.3% | -6.0% |
| 6M | -9.9% | -10.4% | +0.5% | -8.7% |
| YTD | -16.8% | +34.4% | -51.2% | -29.5% |
| 1Y | +3.0% | +27.7% | -24.7% | -11.0% |
| All | +131.9% | +91.1% | +40.9% | +61.2% |
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