-6.5%
IR vs WCC
+64.4%
-70.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.5% |
| 7D | +0.6% | +8.5% | -7.9% | -2.2% |
| 30D | -13.6% | -1.0% | -12.6% | -13.5% |
| 3M | +3.7% | +2.1% | +1.6% | +2.5% |
| 6M | -13.1% | +36.8% | -49.9% | -23.9% |
| YTD | -5.1% | +47.7% | -52.8% | -18.4% |
| 1Y | -6.5% | +66.5% | -73.0% | -21.6% |
| All | -6.5% | +64.4% | -70.9% | -21.6% |
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