+498.8%
MAR vs WCC
+431.3%
+67.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.3% |
| 7D | +1.6% | +9.9% | -8.3% | -2.3% |
| 30D | +13.8% | -8.4% | +22.3% | +16.4% |
| 3M | +20.3% | -10.3% | +30.6% | +23.1% |
| 6M | +21.3% | -10.5% | +31.8% | +22.1% |
| YTD | +37.2% | +32.2% | +5.0% | +15.6% |
| 1Y | +48.4% | +25.5% | +22.9% | +27.5% |
| 3Y | +120.1% | +134.7% | -14.6% | +32.7% |
| 5Y | +182.1% | +139.9% | +42.1% | +57.7% |
| All | +498.8% | +431.3% | +67.5% | +82.7% |
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