-34.9%
AUR vs WCC
+237.9%
-272.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +1.0% |
| 7D | +19.2% | +8.5% | +10.7% | +13.0% |
| 30D | -7.8% | -1.0% | -6.8% | -7.0% |
| 3M | +4.0% | +2.1% | +1.9% | +1.6% |
| 6M | +45.0% | +36.8% | +8.2% | +16.4% |
| YTD | +69.5% | +47.7% | +21.8% | +28.3% |
| 1Y | +13.0% | +66.5% | -53.5% | -21.7% |
| 3Y | +90.4% | +134.2% | -43.8% | -0.1% |
| 5Y | -34.2% | +231.6% | -265.8% | -71.4% |
| All | -34.9% | +237.9% | -272.8% | -71.6% |
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