-34.1%
C vs WCC
+1,591.1%
-1,625.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +4.7% | +14.2% | -9.5% | -0.5% |
| 30D | +0.2% | -9.8% | +10.0% | +3.3% |
| 3M | -9.3% | -10.1% | +0.8% | -7.0% |
| 6M | -0.8% | -9.4% | +8.6% | +0.5% |
| YTD | +8.5% | +34.4% | -25.9% | -6.5% |
| 1Y | +23.1% | +23.3% | -0.2% | +9.5% |
| 3Y | +220.8% | +137.9% | +82.9% | +109.4% |
| 5Y | +112.4% | +144.0% | -31.6% | +29.4% |
| 10Y | +217.9% | +442.5% | -224.5% | +29.5% |
| All | -34.1% | +1,591.1% | -1,625.2% | -84.1% |
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 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