+14.5%
FIX vs WCC
+23.3%
-8.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.1% | +1.3% | +1.9% |
| 7D | -7.2% | -5.7% | -1.6% | -1.1% |
| 30D | -35.1% | -13.5% | -21.7% | -25.4% |
| 3M | -34.3% | -12.9% | -21.4% | -24.8% |
| 6M | -42.9% | -10.7% | -32.3% | -36.2% |
| YTD | +19.5% | +30.0% | -10.5% | -5.2% |
| All | +14.5% | +23.3% | -8.8% | -3.3% |
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 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