-6.7%
F vs WCC
+1,380.5%
-1,387.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.6% | +8.4% | +1.9% |
| 7D | +1.4% | -21.9% | +23.3% | +8.8% |
| 30D | +2.0% | -25.4% | +27.5% | +10.8% |
| 3M | -10.4% | -23.1% | +12.7% | -4.0% |
| 6M | +9.7% | -18.1% | +27.8% | +14.3% |
| YTD | -1.2% | +17.7% | -18.9% | -9.1% |
| 1Y | 0.0% | +12.4% | -12.3% | -6.8% |
| 3Y | +41.1% | +105.9% | -64.8% | +3.0% |
| 5Y | -11.4% | +116.8% | -128.2% | -37.9% |
| 10Y | +85.0% | +456.1% | -371.1% | -10.6% |
| All | -6.7% | +1,380.5% | -1,387.2% | -72.1% |
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