-58.6%
MSTZ vs WCC
+23.3%
-82.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.1% | -3.2% | +12.0% |
| 7D | +4.3% | -5.7% | +10.0% | -0.3% |
| 30D | +30.2% | -13.5% | +43.6% | +16.7% |
| 3M | -66.9% | -12.9% | -54.0% | -68.8% |
| 6M | -26.3% | -10.7% | -15.7% | -28.7% |
| YTD | -80.1% | +30.0% | -110.1% | -65.2% |
| All | -58.6% | +23.3% | -82.0% | -30.0% |
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