+159.5%
PM vs WCC
+141.7%
+17.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.1% | -10.5% | -2.6% |
| 7D | -7.3% | -5.7% | -1.6% | -7.2% |
| 30D | -4.0% | -13.5% | +9.4% | -3.8% |
| 3M | +2.7% | -12.9% | +15.6% | +2.9% |
| 6M | +14.9% | -10.7% | +25.5% | +14.9% |
| YTD | +23.5% | +30.0% | -6.5% | +21.3% |
| 1Y | +30.4% | +24.7% | +5.7% | +28.1% |
| 3Y | +143.2% | +136.6% | +6.7% | +122.0% |
| 5Y | +159.5% | +143.9% | +15.6% | +130.3% |
| All | +159.5% | +141.7% | +17.8% | +130.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling