-20.1%
AS vs WCC
+21.1%
-41.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.9% | -0.3% | +2.4% |
| 7D | -4.9% | +4.5% | -9.4% | -6.2% |
| 30D | -19.6% | -5.8% | -13.8% | -18.4% |
| 3M | -14.4% | -3.7% | -10.7% | -13.0% |
| 6M | -20.1% | +23.1% | -43.2% | -32.5% |
| All | -20.1% | +21.1% | -41.2% | -32.5% |
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 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