+27.4%
M vs WCC
+216.1%
-188.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.3% | +0.8% |
| 7D | +4.7% | +4.5% | +0.3% | +2.6% |
| 30D | -9.6% | -5.8% | -3.8% | -7.4% |
| 3M | +0.9% | -3.7% | +4.5% | +1.2% |
| 6M | +22.3% | +23.1% | -0.8% | +7.3% |
| YTD | +6.5% | +44.2% | -37.6% | -14.0% |
| 1Y | +38.8% | +62.1% | -23.3% | +4.6% |
| 3Y | +115.9% | +121.1% | -5.2% | +25.6% |
| All | +27.4% | +216.1% | -188.7% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling