-24.0%
MKTX vs WCC
+129.8%
-153.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.6% | -0.2% |
| 7D | -0.2% | +1.4% | -1.6% | -0.3% |
| 30D | +0.7% | -2.3% | +3.0% | +0.8% |
| 3M | +40.8% | +3.7% | +37.1% | +39.9% |
| 6M | -8.0% | +34.8% | -42.8% | -8.9% |
| YTD | -8.7% | +46.1% | -54.9% | -10.1% |
| 1Y | -11.8% | +62.7% | -74.6% | -13.6% |
| 3Y | -24.0% | +133.6% | -157.6% | -28.4% |
| All | -24.0% | +129.8% | -153.8% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling