+575.6%
AU vs WCC
+121.8%
+453.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.0% | -3.5% |
| 7D | -7.0% | +1.7% | -8.6% | -7.4% |
| 30D | +7.3% | -6.1% | +13.3% | +8.8% |
| 3M | +33.2% | +3.1% | +30.1% | +31.6% |
| 6M | -0.6% | +28.2% | -28.9% | -5.8% |
| YTD | +26.2% | +41.1% | -14.9% | +17.9% |
| 1Y | +68.3% | +61.3% | +7.0% | +55.0% |
| All | +575.6% | +121.8% | +453.7% | +508.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling