+53.9%
F vs WCC
+216.1%
-162.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | 0.0% |
| 7D | +5.3% | +4.5% | +0.9% | +3.6% |
| 30D | +4.6% | -5.8% | +10.4% | +6.7% |
| 3M | -3.7% | -3.7% | 0.0% | -3.4% |
| 6M | +16.8% | +23.1% | -6.2% | +5.3% |
| YTD | +15.3% | +44.2% | -28.9% | -3.0% |
| 1Y | +31.0% | +62.1% | -31.1% | +4.3% |
| 3Y | +45.4% | +121.1% | -75.7% | -7.1% |
| All | +53.9% | +216.1% | -162.1% | -26.3% |
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 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