+3.4%
DD vs WCC
-8.7%
+12.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -1.7% |
| 7D | +3.2% | +3.3% | -0.1% | +2.1% |
| 30D | +20.3% | -9.4% | +29.7% | +22.1% |
| 3M | +8.2% | -10.5% | +18.7% | +10.0% |
| 6M | +3.4% | -10.4% | +13.8% | +7.1% |
| All | +3.4% | -8.7% | +12.2% | +7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling