+133.7%
AS vs WCC
+67.2%
+66.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.6% | +7.3% | +1.0% |
| 7D | +7.1% | -21.9% | +29.0% | +15.8% |
| 30D | +12.8% | -25.4% | +38.2% | +23.8% |
| 3M | -14.7% | -23.1% | +8.4% | -7.9% |
| 6M | -9.9% | -18.1% | +8.1% | -6.1% |
| YTD | -16.1% | +17.7% | -33.8% | -25.5% |
| 1Y | +0.2% | +12.4% | -12.2% | -9.5% |
| All | +133.7% | +67.2% | +66.5% | +70.2% |
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 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