+763.1%
PM vs WCC
+953.6%
-190.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.8% | -2.5% |
| 7D | -4.9% | +4.5% | -9.3% | -5.5% |
| 30D | -3.4% | -5.8% | +2.4% | -2.7% |
| 3M | +5.2% | -3.7% | +8.8% | +5.0% |
| 6M | +3.7% | +23.1% | -19.3% | -0.9% |
| YTD | +15.8% | +44.2% | -28.4% | +7.5% |
| 1Y | +17.4% | +62.1% | -44.7% | +6.4% |
| 3Y | +116.9% | +121.1% | -4.2% | +78.2% |
| 5Y | +117.3% | +214.0% | -96.6% | +60.3% |
| 10Y | +193.8% | +472.8% | -279.0% | +72.1% |
| All | +763.1% | +953.6% | -190.4% | +295.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling