+1,149.3%
PSX vs WCC
+442.3%
+707.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +6.4% | +14.2% | -7.8% | +1.8% |
| 30D | -10.2% | -9.8% | -0.3% | -7.7% |
| 3M | +17.2% | -10.1% | +27.3% | +19.7% |
| 6M | +51.8% | -9.4% | +61.2% | +52.4% |
| YTD | +108.0% | +34.4% | +73.6% | +78.5% |
| 1Y | +96.1% | +23.3% | +72.8% | +73.3% |
| 3Y | +155.9% | +137.9% | +17.9% | +66.0% |
| 5Y | +306.9% | +144.0% | +162.9% | +142.7% |
| 10Y | +364.5% | +442.5% | -77.9% | +70.8% |
| All | +1,149.3% | +442.3% | +707.0% | +329.1% |
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