+257.6%
B vs WCC
+1,713.7%
-1,456.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.6% |
| 7D | -1.6% | +4.5% | -6.1% | -2.1% |
| 30D | +9.4% | -5.8% | +15.2% | +10.0% |
| 3M | +5.0% | -3.7% | +8.6% | +5.2% |
| 6M | -3.5% | +23.1% | -26.6% | -5.8% |
| YTD | +4.5% | +44.2% | -39.7% | +0.4% |
| 1Y | +67.8% | +62.1% | +5.7% | +59.3% |
| 3Y | +196.7% | +121.1% | +75.6% | +168.7% |
| 5Y | +151.9% | +214.0% | -62.0% | +116.7% |
| 10Y | +202.2% | +472.8% | -270.6% | +133.2% |
| All | +257.6% | +1,713.7% | -1,456.2% | +149.0% |
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 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