+68.5%
M vs WCC
+1,412.6%
-1,344.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.2% | -6.8% | -5.4% |
| 7D | -4.3% | -14.7% | +10.4% | +0.7% |
| 30D | +1.3% | -20.1% | +21.3% | +8.6% |
| 3M | -7.4% | -21.2% | +13.8% | -0.6% |
| 6M | +18.3% | -19.2% | +37.5% | +24.5% |
| YTD | +7.6% | +20.2% | -12.6% | -3.2% |
| 1Y | +17.4% | +14.5% | +2.9% | +7.4% |
| 3Y | +108.4% | +115.1% | -6.8% | +43.8% |
| 5Y | -10.6% | +121.5% | -132.1% | -40.1% |
| 10Y | -3.2% | +468.1% | -471.3% | -56.6% |
| All | +68.5% | +1,412.6% | -1,344.1% | -50.1% |
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 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