+75.0%
D vs WCC
+134.5%
-59.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | -1.4% | +9.9% | -11.3% | -1.6% |
| 30D | +7.7% | -8.4% | +16.2% | +7.9% |
| 3M | -0.3% | -10.3% | +10.1% | -0.1% |
| 6M | +10.1% | -10.5% | +20.5% | +10.2% |
| YTD | +19.1% | +32.2% | -13.1% | +16.4% |
| 1Y | +15.9% | +25.5% | -9.6% | +13.5% |
| 3Y | +75.0% | +134.7% | -59.7% | +50.3% |
| All | +75.0% | +134.5% | -59.5% | +50.3% |
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