+72.1%
MA vs WCC
+110.7%
-38.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.6% |
| 7D | +2.3% | -14.7% | +17.0% | +3.1% |
| 30D | +14.7% | -20.1% | +34.7% | +16.1% |
| 3M | +13.5% | -21.2% | +34.7% | +14.9% |
| 6M | +33.1% | -19.2% | +52.3% | +34.1% |
| YTD | +15.1% | +20.2% | -5.2% | +10.2% |
| 1Y | +18.7% | +14.5% | +4.3% | +14.3% |
| 3Y | +72.1% | +115.1% | -43.1% | +48.8% |
| All | +72.1% | +110.7% | -38.6% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling