+759.4%
IT vs WCC
+1,591.1%
-831.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -3.7% | +14.2% | -17.9% | -7.0% |
| 30D | -3.1% | -9.8% | +6.7% | -1.5% |
| 3M | +6.3% | -10.1% | +16.5% | +7.3% |
| 6M | +24.8% | -9.4% | +34.2% | +23.5% |
| YTD | -24.4% | +34.4% | -58.8% | -33.8% |
| 1Y | -17.1% | +23.3% | -40.4% | -25.9% |
| 3Y | -53.6% | +137.9% | -191.6% | -67.1% |
| 5Y | -42.5% | +144.0% | -186.5% | -61.0% |
| 10Y | +88.8% | +442.5% | -353.7% | -7.4% |
| All | +759.4% | +1,591.1% | -831.7% | +135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling