+210.3%
MAS vs WCC
+447.5%
-237.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.2% |
| 7D | +2.4% | -14.7% | +17.0% | +6.8% |
| 30D | +19.8% | -20.1% | +39.9% | +27.1% |
| 3M | +9.8% | -21.2% | +31.0% | +16.5% |
| 6M | +15.8% | -19.2% | +34.9% | +21.0% |
| YTD | +31.8% | +20.2% | +11.6% | +20.0% |
| 1Y | +35.4% | +14.5% | +20.9% | +25.0% |
| 3Y | +59.2% | +115.1% | -55.9% | +13.2% |
| 5Y | +41.2% | +121.5% | -80.3% | -4.5% |
| All | +210.3% | +447.5% | -237.2% | +53.4% |
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