-3.4%
M vs WCC
+139.9%
-143.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.3% |
| 7D | +7.0% | +9.9% | -2.9% | +2.6% |
| 30D | +8.9% | -8.4% | +17.4% | +11.6% |
| 3M | +4.5% | -10.3% | +14.8% | +7.3% |
| 6M | +36.2% | -10.5% | +46.7% | +38.1% |
| YTD | +15.1% | +32.2% | -17.0% | -5.1% |
| 1Y | +27.4% | +25.5% | +1.9% | +7.6% |
| 3Y | +160.1% | +134.7% | +25.5% | +42.8% |
| All | -3.4% | +139.9% | -143.4% | -54.9% |
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 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