+167.1%
P vs WCC
+106.2%
+60.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -9.6% | -6.8% | -11.1% |
| 7D | -31.9% | -21.9% | -10.0% | -21.7% |
| 30D | -36.5% | -25.4% | -11.1% | -25.2% |
| 3M | +11.6% | -23.1% | +34.7% | +29.1% |
| 6M | +25.2% | -18.1% | +43.3% | +40.3% |
| YTD | +39.4% | +17.7% | +21.8% | +29.8% |
| 1Y | -3.7% | +12.4% | -16.1% | -8.4% |
| All | +167.1% | +106.2% | +60.9% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling