-54.2%
COMP vs WCC
+237.6%
-291.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -9.6% | +1.4% | -3.5% |
| 7D | -1.8% | -21.9% | +20.1% | +9.9% |
| 30D | -0.8% | -25.4% | +24.7% | +12.9% |
| 3M | -28.1% | -23.1% | -5.0% | -20.2% |
| 6M | +27.0% | -18.1% | +45.0% | +35.0% |
| YTD | -12.8% | +17.7% | -30.4% | -24.6% |
| 1Y | +4.9% | +12.4% | -7.5% | -7.7% |
| 3Y | +321.0% | +105.9% | +215.1% | +140.4% |
| 5Y | -25.6% | +116.8% | -142.4% | -63.0% |
| All | -54.2% | +237.6% | -291.9% | -77.9% |
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