+223.8%
PR vs WCC
+123.5%
+100.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.2% | +1.2% |
| 7D | -16.4% | -14.7% | -1.7% | -12.0% |
| 30D | -1.9% | -20.1% | +18.2% | +5.0% |
| 3M | +8.0% | -21.2% | +29.1% | +15.4% |
| 6M | +4.1% | -19.2% | +23.3% | +8.8% |
| YTD | +58.7% | +20.2% | +38.5% | +39.2% |
| 1Y | +75.8% | +14.5% | +61.4% | +56.7% |
| 3Y | +73.2% | +115.1% | -42.0% | +9.2% |
| All | +223.8% | +123.5% | +100.3% | +94.1% |
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