+13.7%
O vs WCC
+229.6%
-215.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.6% |
| 7D | -0.6% | +8.5% | -9.0% | -1.3% |
| 30D | -2.0% | -1.0% | -1.0% | -1.9% |
| 3M | +3.0% | +2.1% | +0.9% | +2.5% |
| 6M | -3.6% | +36.8% | -40.5% | -7.1% |
| YTD | +12.1% | +47.7% | -35.7% | +6.9% |
| 1Y | +8.9% | +66.5% | -57.6% | +2.3% |
| 3Y | +30.3% | +134.2% | -103.8% | +13.4% |
| 5Y | +13.7% | +231.6% | -217.9% | -9.2% |
| All | +13.7% | +229.6% | -215.9% | -9.2% |
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