+60.4%
D vs WCC
+124.0%
-63.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -1.6% |
| 7D | +0.4% | +4.5% | -4.0% | +0.2% |
| 30D | -3.6% | -5.8% | +2.2% | -3.3% |
| 3M | -1.0% | -3.7% | +2.7% | -0.9% |
| 6M | +6.3% | +23.1% | -16.8% | +4.4% |
| YTD | +14.7% | +44.2% | -29.4% | +11.4% |
| 1Y | +16.9% | +62.1% | -45.2% | +12.2% |
| All | +60.4% | +124.0% | -63.5% | +38.1% |
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 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