-51.3%
IT vs WCC
+137.6%
-188.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.5% | -9.9% | -7.7% |
| 7D | -9.1% | +8.5% | -17.6% | -9.9% |
| 30D | -7.0% | -1.0% | -6.0% | -7.0% |
| 3M | +7.6% | +2.1% | +5.5% | +7.1% |
| 6M | +2.1% | +36.8% | -34.7% | -5.1% |
| YTD | -31.6% | +47.7% | -79.3% | -37.8% |
| 1Y | -29.9% | +66.5% | -96.4% | -38.4% |
| 3Y | -51.3% | +134.2% | -185.4% | -63.9% |
| All | -51.3% | +137.6% | -188.9% | -63.9% |
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