+265.0%
C vs WCC
+124.0%
+141.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -1.6% |
| 7D | +3.6% | +4.5% | -0.8% | +2.1% |
| 30D | +0.1% | -5.8% | +5.9% | +1.8% |
| 3M | +2.4% | -3.7% | +6.1% | +2.9% |
| 6M | +24.9% | +23.1% | +1.9% | +14.0% |
| YTD | +19.8% | +44.2% | -24.3% | +3.1% |
| 1Y | +44.9% | +62.1% | -17.2% | +18.7% |
| All | +265.0% | +124.0% | +141.0% | +149.3% |
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