-5.7%
BR vs WCC
+129.2%
-134.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -5.0% | +6.8% | -11.8% | -5.5% |
| 30D | -2.5% | -3.0% | +0.6% | -2.3% |
| 3M | +13.5% | +0.2% | +13.3% | +13.3% |
| 6M | -9.4% | +33.2% | -42.6% | -13.2% |
| YTD | -23.3% | +45.8% | -69.1% | -28.0% |
| 1Y | -31.6% | +68.4% | -100.0% | -37.7% |
| All | -5.7% | +129.2% | -134.9% | -24.1% |
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