-7.5%
MSCI vs WCC
+216.1%
-223.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -1.1% |
| 7D | +0.4% | +4.5% | -4.1% | -0.6% |
| 30D | +0.6% | -5.8% | +6.4% | +1.7% |
| 3M | -7.1% | -3.7% | -3.4% | -7.3% |
| 6M | +0.8% | +23.1% | -22.2% | -6.6% |
| YTD | +1.0% | +44.2% | -43.2% | -10.7% |
| 1Y | +4.3% | +62.1% | -57.8% | -11.4% |
| 3Y | +9.9% | +121.1% | -111.2% | -21.1% |
| All | -7.5% | +216.1% | -223.5% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling