-30.2%
MSTZ vs WCC
+61.8%
-92.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.3% | +5.8% |
| 7D | -29.7% | +4.5% | -34.2% | -26.5% |
| 30D | -65.3% | -5.8% | -59.5% | -66.3% |
| 3M | -57.3% | -3.7% | -53.7% | -57.9% |
| 6M | -61.6% | +23.1% | -84.7% | -48.2% |
| YTD | -78.3% | +44.2% | -122.4% | -65.5% |
| 1Y | -30.2% | +62.1% | -92.3% | +16.0% |
| All | -30.2% | +61.8% | -92.0% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling