+150.5%
GOOGL vs WCC
+137.6%
+12.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.5% |
| 7D | +1.1% | +8.5% | -7.4% | -0.5% |
| 30D | -4.4% | -1.0% | -3.5% | -4.4% |
| 3M | -6.8% | +2.1% | -8.9% | -7.7% |
| 6M | +13.6% | +36.8% | -23.3% | +5.6% |
| YTD | +8.3% | +47.7% | -39.4% | -1.4% |
| 1Y | +44.9% | +66.5% | -21.6% | +28.6% |
| 3Y | +150.5% | +134.2% | +16.3% | +101.9% |
| All | +150.5% | +137.6% | +12.8% | +101.9% |
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