+130.7%
RF vs WCC
+1,380.5%
-1,249.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.4% | +1.4% |
| 7D | -1.6% | -21.9% | +20.3% | +7.1% |
| 30D | +5.0% | -25.4% | +30.4% | +15.8% |
| 3M | -10.0% | -23.1% | +13.1% | -2.4% |
| 6M | +3.3% | -18.1% | +21.4% | +7.7% |
| YTD | +7.9% | +17.7% | -9.7% | -3.0% |
| 1Y | +21.2% | +12.4% | +8.9% | +10.7% |
| 3Y | +105.8% | +105.9% | -0.1% | +41.5% |
| 5Y | +43.7% | +116.8% | -73.1% | -7.4% |
| 10Y | +289.4% | +456.1% | -166.6% | +65.5% |
| All | +130.7% | +1,380.5% | -1,249.8% | -30.2% |
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