+21.1%
PFE vs WCC
+64.4%
-43.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -2.4% |
| 7D | -2.7% | +8.5% | -11.1% | -3.0% |
| 30D | +3.8% | -1.0% | +4.8% | +3.9% |
| 3M | +10.4% | +2.1% | +8.3% | +10.3% |
| 6M | +6.3% | +36.8% | -30.6% | +3.0% |
| YTD | +17.4% | +47.7% | -30.4% | +11.9% |
| 1Y | +21.1% | +66.5% | -45.4% | +15.9% |
| All | +21.1% | +64.4% | -43.3% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling