+53.8%
NDAQ vs WCC
+229.6%
-175.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.3% |
| 7D | -2.6% | +8.5% | -11.0% | -3.9% |
| 30D | +0.5% | -1.0% | +1.5% | +0.5% |
| 3M | +9.9% | +2.1% | +7.8% | +8.8% |
| 6M | +8.2% | +36.8% | -28.6% | +0.4% |
| YTD | -1.5% | +47.7% | -49.2% | -10.4% |
| 1Y | +1.3% | +66.5% | -65.2% | -10.4% |
| 3Y | +92.6% | +134.2% | -41.6% | +52.3% |
| 5Y | +53.8% | +231.6% | -177.8% | +5.5% |
| All | +53.8% | +229.6% | -175.8% | +5.5% |
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