+45.8%
F vs WCC
+138.4%
-92.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -3.9% | +14.2% | -18.1% | -7.3% |
| 30D | -0.5% | -9.8% | +9.4% | +1.6% |
| 3M | -12.9% | -10.1% | -2.8% | -11.4% |
| 6M | +1.5% | -9.4% | +10.9% | +2.5% |
| YTD | -5.0% | +34.4% | -39.4% | -15.8% |
| 1Y | -7.3% | +23.3% | -30.6% | -15.8% |
| All | +45.8% | +138.4% | -92.6% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling