+621.2%
EXC vs WCC
+1,412.6%
-791.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.1% | -2.2% |
| 7D | -1.2% | -14.7% | +13.5% | +0.7% |
| 30D | +10.0% | -20.1% | +30.0% | +12.7% |
| 3M | +1.6% | -21.2% | +22.8% | +4.2% |
| 6M | +3.3% | -19.2% | +22.4% | +5.0% |
| YTD | +7.6% | +20.2% | -12.7% | +3.0% |
| 1Y | +3.5% | +14.5% | -11.0% | -0.4% |
| 3Y | +27.7% | +115.1% | -87.5% | +8.5% |
| 5Y | +41.1% | +121.5% | -80.4% | +16.2% |
| 10Y | +178.2% | +468.1% | -289.9% | +86.1% |
| All | +621.2% | +1,412.6% | -791.4% | +318.9% |
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