-26.6%
IT vs WCC
+62.7%
-89.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | 0.0% |
| 7D | -12.7% | +1.7% | -14.4% | -12.4% |
| 30D | -8.9% | -6.1% | -2.8% | -9.7% |
| 3M | +10.1% | +3.1% | +7.1% | +12.1% |
| 6M | +7.3% | +28.2% | -21.0% | +7.6% |
| YTD | -32.4% | +41.1% | -73.5% | -33.2% |
| 1Y | -26.6% | +61.3% | -87.9% | -29.3% |
| All | -26.6% | +62.7% | -89.3% | -29.3% |
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