+120.4%
AS vs WCC
+104.9%
+15.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.9% | -0.3% | +2.1% |
| 7D | -4.9% | +4.5% | -9.4% | -6.4% |
| 30D | -19.6% | -5.8% | -13.8% | -18.1% |
| 3M | -14.4% | -3.7% | -10.7% | -14.1% |
| 6M | -20.1% | +23.1% | -43.2% | -28.0% |
| YTD | -20.9% | +44.2% | -65.1% | -33.7% |
| 1Y | -21.9% | +62.1% | -84.0% | -38.3% |
| All | +120.4% | +104.9% | +15.5% | +51.5% |
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