-8.8%
IT vs WCC
+24.5%
-33.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.9% | +11.4% | -1.5% |
| 7D | -5.5% | -8.8% | +3.3% | -7.5% |
| 30D | +10.3% | -16.0% | +26.4% | +6.0% |
| 3M | +11.5% | -15.2% | +26.7% | +8.0% |
| 6M | +40.3% | -8.4% | +48.6% | +40.7% |
| YTD | -17.9% | +30.1% | -48.0% | -16.6% |
| 1Y | -8.8% | +26.4% | -35.2% | -8.5% |
| All | -8.8% | +24.5% | -33.2% | -8.5% |
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