+3,996.7%
COST vs WCC
+1,563.0%
+2,433.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.5% |
| 7D | +5.0% | +9.9% | -4.9% | +3.6% |
| 30D | +12.8% | -8.4% | +21.3% | +13.7% |
| 3M | +15.2% | -10.3% | +25.5% | +16.1% |
| 6M | +7.4% | -10.5% | +17.9% | +7.6% |
| YTD | +29.0% | +32.2% | -3.1% | +21.6% |
| 1Y | +20.3% | +25.5% | -5.2% | +14.0% |
| 3Y | +99.0% | +134.7% | -35.7% | +66.7% |
| 5Y | +125.7% | +139.9% | -14.2% | +83.8% |
| 10Y | +775.3% | +433.5% | +341.9% | +493.8% |
| All | +3,996.7% | +1,563.0% | +2,433.7% | +1,858.5% |
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 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