+24.5%
Q vs WCC
+42.0%
-17.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.9% | -2.5% |
| 7D | +1.2% | +9.9% | -8.8% | -4.6% |
| 30D | -2.7% | -8.4% | +5.8% | +2.1% |
| 3M | -16.9% | -10.3% | -6.6% | -11.9% |
| 6M | -26.9% | -10.5% | -16.4% | -22.4% |
| YTD | +45.2% | +32.2% | +13.0% | +26.2% |
| 1Y | +38.1% | +25.5% | +12.6% | +23.0% |
| All | +24.5% | +42.0% | -17.5% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling