+16.8%
PM vs WCC
+66.8%
-50.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.4% |
| 7D | -1.2% | +6.8% | -8.0% | -0.6% |
| 30D | -0.2% | -3.0% | +2.9% | -0.3% |
| 3M | +4.9% | +0.2% | +4.7% | +5.6% |
| 6M | +9.0% | +33.2% | -24.1% | +10.3% |
| YTD | +17.8% | +45.8% | -28.0% | +21.0% |
| 1Y | +16.8% | +68.4% | -51.6% | +21.4% |
| All | +16.8% | +66.8% | -50.0% | +21.4% |
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