+505.6%
MA vs WCC
+509.2%
-3.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.0% |
| 7D | -1.8% | +8.5% | -10.2% | -3.7% |
| 30D | +1.4% | -1.0% | +2.4% | +1.4% |
| 3M | +17.7% | +2.1% | +15.6% | +16.0% |
| 6M | +9.7% | +36.8% | -27.2% | -1.1% |
| YTD | +0.5% | +47.7% | -47.2% | -11.6% |
| 1Y | -2.1% | +66.5% | -68.6% | -17.2% |
| 3Y | +40.1% | +134.2% | -94.1% | +1.0% |
| 5Y | +67.5% | +231.6% | -164.1% | +2.9% |
| 10Y | +505.6% | +508.1% | -2.5% | +154.3% |
| All | +505.6% | +509.2% | -3.6% | +154.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling