+143.2%
PM vs WCC
+135.0%
+8.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.1% | -10.5% | -2.1% |
| 7D | -7.3% | -5.7% | -1.6% | -7.5% |
| 30D | -4.0% | -13.5% | +9.4% | -4.5% |
| 3M | +2.7% | -12.9% | +15.6% | +2.3% |
| 6M | +14.9% | -10.7% | +25.5% | +14.8% |
| YTD | +23.5% | +30.0% | -6.5% | +24.2% |
| 1Y | +30.4% | +24.7% | +5.7% | +30.9% |
| 3Y | +143.2% | +136.6% | +6.7% | +131.7% |
| All | +143.2% | +135.0% | +8.2% | +131.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling