-29.9%
COMP vs WCC
+216.1%
-246.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.3% | -1.5% |
| 7D | +1.4% | +4.5% | -3.1% | -1.0% |
| 30D | -13.3% | -5.8% | -7.5% | -11.0% |
| 3M | +41.1% | -3.7% | +44.8% | +41.5% |
| 6M | +17.2% | +23.1% | -5.9% | +2.0% |
| YTD | +5.2% | +44.2% | -38.9% | -17.1% |
| 1Y | +18.9% | +62.1% | -43.2% | -14.2% |
| 3Y | +215.9% | +121.1% | +94.8% | +72.3% |
| All | -29.9% | +216.1% | -246.0% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling