+98.0%
NI vs WCC
+211.6%
-113.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.3% |
| 7D | -0.6% | +1.7% | -2.2% | -0.8% |
| 30D | -1.4% | -6.1% | +4.7% | -0.8% |
| 3M | -10.6% | +3.1% | -13.7% | -11.1% |
| 6M | -9.9% | +28.2% | -38.1% | -12.9% |
| YTD | +1.2% | +41.1% | -39.9% | -3.4% |
| 1Y | +4.4% | +61.3% | -56.9% | -2.2% |
| 3Y | +68.6% | +123.6% | -55.0% | +47.6% |
| 5Y | +98.0% | +214.8% | -116.8% | +65.9% |
| All | +98.0% | +211.6% | -113.6% | +65.9% |
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