+572.2%
PBR vs WCC
+211.6%
+360.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.6% |
| 7D | +4.2% | +1.7% | +2.6% | +4.0% |
| 30D | +22.7% | -6.1% | +28.8% | +23.7% |
| 3M | +21.5% | +3.1% | +18.4% | +20.4% |
| 6M | +24.0% | +28.2% | -4.2% | +18.0% |
| YTD | +88.2% | +41.1% | +47.1% | +75.8% |
| 1Y | +74.8% | +61.3% | +13.5% | +58.6% |
| 3Y | +105.1% | +123.6% | -18.5% | +68.3% |
| 5Y | +572.2% | +214.8% | +357.5% | +360.2% |
| All | +572.2% | +211.6% | +360.6% | +360.2% |
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