+140.2%
MAS vs WCC
+471.3%
-331.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.1% | +0.6% |
| 7D | -0.8% | +4.5% | -5.2% | -2.1% |
| 30D | -5.6% | -5.8% | +0.2% | -4.0% |
| 3M | +4.4% | -3.7% | +8.1% | +4.9% |
| 6M | +7.2% | +23.1% | -15.9% | -1.1% |
| YTD | +16.1% | +44.2% | -28.0% | +1.2% |
| 1Y | +0.1% | +62.1% | -62.0% | -16.6% |
| 3Y | +28.3% | +121.1% | -92.8% | -8.3% |
| 5Y | +30.5% | +214.0% | -183.5% | -20.2% |
| All | +140.2% | +471.3% | -331.2% | +7.3% |
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