+46.4%
RF vs WCC
+146.1%
-99.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | +0.4% | +14.2% | -13.9% | -4.2% |
| 30D | +5.6% | -9.8% | +15.4% | +8.3% |
| 3M | -8.9% | -10.1% | +1.3% | -7.0% |
| 6M | +7.1% | -9.4% | +16.5% | +7.6% |
| YTD | +8.3% | +34.4% | -26.1% | -7.9% |
| 1Y | +16.8% | +23.3% | -6.5% | +2.6% |
| 3Y | +115.0% | +137.9% | -22.9% | +35.9% |
| 5Y | +46.4% | +144.0% | -97.6% | -14.0% |
| All | +46.4% | +146.1% | -99.7% | -14.0% |
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