+43.8%
EXC vs WCC
+117.0%
-73.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.1% | -2.0% |
| 7D | -1.2% | -14.7% | +13.5% | -0.6% |
| 30D | +10.0% | -20.1% | +30.0% | +10.8% |
| 3M | +1.6% | -21.2% | +22.8% | +2.4% |
| 6M | +3.3% | -19.2% | +22.4% | +3.9% |
| YTD | +7.6% | +20.2% | -12.7% | +5.3% |
| 1Y | +3.5% | +14.5% | -11.0% | +1.6% |
| 3Y | +27.7% | +115.1% | -87.5% | +14.4% |
| All | +43.8% | +117.0% | -73.1% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling