-5.0%
MRSH vs WCC
+130.1%
-135.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.2% |
| 7D | -4.8% | +1.5% | -6.3% | -4.7% |
| 30D | -6.3% | -2.1% | -4.2% | -6.3% |
| 3M | +5.8% | +3.8% | +2.0% | +5.9% |
| 6M | +2.8% | +35.0% | -32.2% | +1.7% |
| YTD | -3.1% | +46.4% | -49.5% | -4.5% |
| 1Y | -11.3% | +63.0% | -74.2% | -13.2% |
| 3Y | -5.0% | +133.9% | -138.9% | -9.8% |
| All | -5.0% | +130.1% | -135.1% | -9.8% |
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