-48.8%
S vs WCC
+200.7%
-249.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.5% | +0.8% |
| 7D | -13.4% | -14.7% | +1.3% | -8.4% |
| 30D | -14.0% | -20.1% | +6.1% | -7.0% |
| 3M | +4.9% | -21.2% | +26.0% | +13.1% |
| 6M | +42.0% | -19.2% | +61.2% | +49.4% |
| YTD | +45.1% | +20.2% | +24.9% | +25.5% |
| 1Y | +33.1% | +14.5% | +18.6% | +17.2% |
| 3Y | +40.6% | +115.1% | -74.5% | -13.7% |
| 5Y | -67.5% | +121.5% | -189.0% | -82.9% |
| All | -48.8% | +200.7% | -249.5% | -73.0% |
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 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