+70.7%
MA vs WCC
+134.5%
-63.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.4% |
| 7D | +1.3% | +9.9% | -8.6% | +0.7% |
| 30D | +9.6% | -8.4% | +18.1% | +10.0% |
| 3M | +16.8% | -10.3% | +27.1% | +17.2% |
| 6M | +35.2% | -10.5% | +45.7% | +35.3% |
| YTD | +16.6% | +32.2% | -15.6% | +11.0% |
| 1Y | +19.8% | +25.5% | -5.8% | +14.7% |
| 3Y | +70.7% | +134.7% | -64.0% | +48.0% |
| All | +70.7% | +134.5% | -63.8% | +48.0% |
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