+169.5%
PR vs WCC
+556.9%
-387.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -3.6% |
| 7D | +2.9% | +4.5% | -1.6% | +0.5% |
| 30D | +18.0% | -5.8% | +23.8% | +21.1% |
| 3M | +16.9% | -3.7% | +20.5% | +16.2% |
| 6M | +28.2% | +23.1% | +5.2% | +8.1% |
| YTD | +69.3% | +44.2% | +25.2% | +29.4% |
| 1Y | +69.5% | +62.1% | +7.4% | +19.2% |
| 3Y | +81.7% | +121.1% | -39.4% | -4.7% |
| 5Y | +422.2% | +214.0% | +208.3% | +98.1% |
| 10Y | +110.4% | +472.8% | -362.4% | -47.6% |
| All | +169.5% | +556.9% | -387.4% | -32.1% |
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 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