+34.0%
MSCI vs WCC
+138.4%
-104.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.7% | +14.2% | -14.9% | -1.7% |
| 30D | +16.2% | -9.8% | +26.0% | +16.9% |
| 3M | +16.1% | -10.1% | +26.3% | +16.6% |
| 6M | +12.9% | -9.4% | +22.3% | +13.0% |
| YTD | +14.8% | +34.4% | -19.6% | +7.4% |
| 1Y | +13.8% | +23.3% | -9.5% | +7.8% |
| All | +34.0% | +138.4% | -104.4% | +4.2% |
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