-3.3%
F vs WCC
+22.7%
-26.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +1.0% | -9.9% | +10.9% | +2.7% |
| 30D | +2.1% | -13.4% | +15.5% | +4.7% |
| 3M | -10.3% | -13.5% | +3.2% | -8.3% |
| 6M | +3.3% | -10.6% | +13.9% | +4.6% |
| YTD | -2.0% | +30.1% | -32.1% | -13.9% |
| All | -3.3% | +22.7% | -26.0% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling