-53.4%
IT vs WCC
+138.4%
-191.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.2% | +2.0% |
| 7D | -6.8% | +3.3% | -10.2% | -7.0% |
| 30D | -0.6% | -9.4% | +8.9% | -0.2% |
| 3M | +3.1% | -10.5% | +13.6% | +3.3% |
| 6M | +25.5% | -10.4% | +35.9% | +25.7% |
| YTD | -23.5% | +34.4% | -57.9% | -29.9% |
| 1Y | -16.6% | +27.7% | -44.3% | -22.9% |
| All | -53.4% | +138.4% | -191.9% | -64.1% |
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