+424.9%
MAR vs WCC
+518.6%
-93.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.5% |
| 7D | -2.1% | +1.7% | -3.7% | -2.8% |
| 30D | -5.7% | -6.1% | +0.4% | -3.7% |
| 3M | -14.6% | +3.1% | -17.7% | -17.2% |
| 6M | +1.3% | +28.2% | -26.9% | -11.1% |
| YTD | +6.7% | +41.1% | -34.4% | -10.9% |
| 1Y | +26.4% | +61.3% | -34.8% | -1.3% |
| 3Y | +64.7% | +123.6% | -58.9% | +3.7% |
| 5Y | +153.1% | +214.8% | -61.7% | +28.0% |
| All | +424.9% | +518.6% | -93.7% | +56.1% |
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