+198.6%
PM vs WCC
+509.2%
-310.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.9% |
| 7D | -1.3% | +8.5% | -9.8% | -2.2% |
| 30D | -2.6% | -1.0% | -1.6% | -2.6% |
| 3M | +5.8% | +2.1% | +3.7% | +4.9% |
| 6M | +10.6% | +36.8% | -26.3% | +5.2% |
| YTD | +17.2% | +47.7% | -30.6% | +10.1% |
| 1Y | +17.6% | +66.5% | -48.9% | +8.3% |
| 3Y | +124.3% | +134.2% | -9.9% | +88.3% |
| 5Y | +125.1% | +231.6% | -106.6% | +70.2% |
| 10Y | +198.6% | +508.1% | -309.5% | +68.8% |
| All | +198.6% | +509.2% | -310.6% | +68.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling