+2,052.4%
MAR vs WCC
+1,713.7%
+338.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.7% | -1.1% |
| 7D | -4.2% | +4.5% | -8.6% | -5.5% |
| 30D | -6.7% | -5.8% | -0.9% | -5.1% |
| 3M | -12.5% | -3.7% | -8.8% | -12.6% |
| 6M | +0.6% | +23.1% | -22.5% | -7.9% |
| YTD | +9.1% | +44.2% | -35.0% | -5.6% |
| 1Y | +26.2% | +62.1% | -35.9% | +4.2% |
| 3Y | +68.2% | +121.1% | -53.0% | +19.7% |
| 5Y | +163.9% | +214.0% | -50.0% | +62.5% |
| 10Y | +420.6% | +472.8% | -52.2% | +142.9% |
| All | +2,052.4% | +1,713.7% | +338.7% | +548.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling