+126.0%
GOOGL vs WCC
+134.5%
-8.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | +3.9% | +9.9% | -6.1% | +2.2% |
| 30D | -14.9% | -8.4% | -6.5% | -14.1% |
| 3M | -14.6% | -10.3% | -4.2% | -13.7% |
| 6M | -26.4% | -10.5% | -16.0% | -26.1% |
| YTD | -5.3% | +32.2% | -37.5% | -12.5% |
| 1Y | +6.5% | +25.5% | -19.1% | -0.7% |
| 3Y | +126.0% | +134.7% | -8.6% | +99.7% |
| All | +126.0% | +134.5% | -8.4% | +99.7% |
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