+18.9%
RF vs WCC
+26.8%
-7.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.7% |
| 7D | -1.3% | +3.3% | -4.7% | -1.9% |
| 30D | +4.6% | -9.4% | +14.1% | +5.8% |
| 3M | -8.4% | -10.5% | +2.1% | -7.5% |
| 6M | +8.9% | -10.4% | +19.3% | +9.8% |
| YTD | +8.8% | +34.4% | -25.6% | -6.3% |
| 1Y | +18.9% | +27.7% | -8.8% | +3.6% |
| All | +18.9% | +26.8% | -7.9% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling