-17.2%
F vs WCC
+139.9%
-157.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.7% |
| 7D | -3.1% | +9.9% | -13.0% | -6.5% |
| 30D | 0.0% | -8.4% | +8.5% | +2.1% |
| 3M | -13.2% | -10.3% | -2.9% | -11.3% |
| 6M | -10.2% | -10.5% | +0.3% | -9.0% |
| YTD | -4.9% | +32.2% | -37.1% | -18.7% |
| 1Y | -6.1% | +25.5% | -31.6% | -18.1% |
| 3Y | +46.0% | +134.7% | -88.7% | -11.5% |
| All | -17.2% | +139.9% | -157.2% | -55.2% |
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