+373.0%
MAS vs WCC
+1,713.7%
-1,340.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| YTD | +16.1% | +44.2% | -28.0% | +1.6% |
| 1Y | +0.1% | +62.1% | -62.0% | -16.2% |
| 3Y | +28.3% | +121.1% | -92.8% | -7.0% |
| 5Y | +30.5% | +214.0% | -183.5% | -18.4% |
| 10Y | +139.1% | +472.8% | -333.7% | +10.2% |
| All | +373.0% | +1,713.7% | -1,340.7% | +42.0% |
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