+1,082.0%
NI vs WCC
+1,713.7%
-631.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -1.2% |
| 7D | +2.0% | +4.5% | -2.4% | +1.4% |
| 30D | -3.5% | -5.8% | +2.3% | -2.8% |
| 3M | -9.1% | -3.7% | -5.5% | -9.1% |
| 6M | -11.8% | +23.1% | -34.9% | -15.1% |
| YTD | +1.1% | +44.2% | -43.1% | -5.0% |
| 1Y | +6.7% | +62.1% | -55.4% | -1.8% |
| 3Y | +71.1% | +121.1% | -50.0% | +46.5% |
| 5Y | +94.3% | +214.0% | -119.7% | +53.8% |
| 10Y | +135.8% | +472.8% | -337.0% | +58.6% |
| All | +1,082.0% | +1,713.7% | -631.7% | +481.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling