+464.9%
MAS vs WCC
+1,536.8%
-1,072.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -9.9% | +15.6% | +8.7% |
| 7D | +14.2% | -8.8% | +22.9% | +16.8% |
| 30D | +26.8% | -16.0% | +42.8% | +32.6% |
| 3M | +13.1% | -15.2% | +28.3% | +17.5% |
| 6M | +27.9% | -8.4% | +36.3% | +28.8% |
| YTD | +38.7% | +30.1% | +8.6% | +23.8% |
| 1Y | +40.4% | +26.4% | +13.9% | +26.3% |
| 3Y | +66.1% | +127.6% | -61.5% | +18.1% |
| 5Y | +47.4% | +149.0% | -101.6% | -1.9% |
| 10Y | +238.3% | +514.8% | -276.4% | +51.1% |
| All | +464.9% | +1,536.8% | -1,072.0% | +73.1% |
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