+554.8%
MA vs WCC
+492.1%
+62.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.1% | -7.7% | -1.4% |
| 7D | -0.3% | -5.7% | +5.3% | +0.5% |
| 30D | +11.3% | -13.5% | +24.8% | +14.3% |
| 3M | +16.7% | -12.9% | +29.5% | +19.0% |
| 6M | +32.8% | -10.7% | +43.5% | +33.3% |
| YTD | +15.6% | +30.0% | -14.4% | +3.8% |
| 1Y | +19.6% | +24.7% | -5.1% | +8.3% |
| 3Y | +72.1% | +136.6% | -64.5% | +21.6% |
| 5Y | +96.0% | +143.9% | -47.9% | +29.9% |
| 10Y | +554.8% | +465.9% | +88.8% | +201.8% |
| All | +554.8% | +492.1% | +62.7% | +201.8% |
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 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