+589.9%
EXC vs WCC
+1,713.7%
-1,123.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -4.9% | -1.6% |
| 7D | +0.3% | +4.5% | -4.2% | -0.3% |
| 30D | -3.7% | -5.8% | +2.1% | -3.1% |
| 3M | -1.3% | -3.7% | +2.4% | -1.3% |
| 6M | -9.7% | +23.1% | -32.8% | -13.1% |
| YTD | +2.9% | +44.2% | -41.3% | -3.3% |
| 1Y | +4.4% | +62.1% | -57.7% | -3.9% |
| 3Y | +22.2% | +121.1% | -98.9% | +4.1% |
| 5Y | +46.7% | +214.0% | -167.2% | +15.5% |
| 10Y | +155.3% | +472.8% | -317.4% | +71.2% |
| All | +589.9% | +1,713.7% | -1,123.8% | +293.3% |
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 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