-0.4%
PL vs WCC
+24.5%
-24.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.9% | +3.6% | -0.9% |
| 7D | -11.7% | -8.8% | -2.9% | -7.2% |
| 30D | -27.1% | -16.0% | -11.1% | -19.9% |
| 3M | -44.6% | -15.2% | -29.4% | -39.6% |
| 6M | -67.2% | -8.4% | -58.8% | -65.3% |
| YTD | -35.9% | +30.1% | -65.9% | -43.1% |
| 1Y | -0.4% | +26.4% | -26.8% | -15.6% |
| All | -0.4% | +24.5% | -24.8% | -15.6% |
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