+42.1%
RF vs WCC
+117.0%
-74.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -1.1% |
| 7D | -0.9% | -14.7% | +13.8% | +4.0% |
| 30D | +6.0% | -20.1% | +26.1% | +13.4% |
| 3M | -8.9% | -21.2% | +12.3% | -2.7% |
| 6M | +2.3% | -19.2% | +21.5% | +7.0% |
| YTD | +7.6% | +20.2% | -12.7% | -4.9% |
| 1Y | +21.2% | +14.5% | +6.7% | +9.1% |
| 3Y | +108.5% | +115.1% | -6.6% | +36.5% |
| All | +42.1% | +117.0% | -74.8% | -15.1% |
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