+48.4%
IR vs WCC
+216.1%
-167.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | -0.2% |
| 7D | -2.8% | +4.5% | -7.3% | -4.4% |
| 30D | -15.1% | -5.8% | -9.3% | -13.4% |
| 3M | +6.1% | -3.7% | +9.7% | +6.6% |
| 6M | -16.8% | +23.1% | -39.9% | -24.4% |
| YTD | -3.5% | +44.2% | -47.7% | -17.7% |
| 1Y | -3.5% | +62.1% | -65.6% | -21.9% |
| 3Y | +9.5% | +121.1% | -111.6% | -25.8% |
| All | +48.4% | +216.1% | -167.7% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling