+88.5%
MA vs WCC
+139.9%
-51.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | +1.3% | +9.9% | -8.6% | -0.3% |
| 30D | +9.6% | -8.4% | +18.1% | +10.6% |
| 3M | +16.8% | -10.3% | +27.1% | +17.9% |
| 6M | +35.2% | -10.5% | +45.7% | +35.6% |
| YTD | +16.6% | +32.2% | -15.6% | +6.8% |
| 1Y | +19.8% | +25.5% | -5.8% | +10.8% |
| 3Y | +70.7% | +134.7% | -64.0% | +27.4% |
| All | +88.5% | +139.9% | -51.4% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling