+222.1%
MAS vs WCC
+445.3%
-223.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.6% | +6.1% | -0.5% |
| 7D | +4.6% | -21.9% | +26.4% | +12.1% |
| 30D | +19.9% | -25.4% | +45.3% | +29.9% |
| 3M | +8.9% | -23.1% | +32.0% | +16.4% |
| 6M | +20.2% | -18.1% | +38.2% | +25.1% |
| YTD | +33.9% | +17.7% | +16.2% | +22.7% |
| 1Y | +34.7% | +12.4% | +22.3% | +25.1% |
| 3Y | +60.4% | +105.9% | -45.5% | +15.7% |
| 5Y | +43.5% | +116.8% | -73.3% | -2.4% |
| All | +222.1% | +445.3% | -223.3% | +57.7% |
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