-35.7%
AUR vs WCC
+234.8%
-270.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.2% | -0.9% |
| 7D | +1.4% | +1.5% | -0.1% | +0.4% |
| 30D | -6.4% | -2.1% | -4.3% | -4.9% |
| 3M | +7.7% | +3.8% | +3.9% | +4.2% |
| 6M | +44.5% | +35.0% | +9.5% | +17.1% |
| YTD | +67.4% | +46.4% | +21.1% | +27.4% |
| 1Y | +15.4% | +63.0% | -47.5% | -18.9% |
| 3Y | +94.8% | +133.9% | -39.1% | +2.3% |
| 5Y | -35.1% | +226.5% | -261.7% | -71.6% |
| All | -35.7% | +234.8% | -270.5% | -71.8% |
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