-44.7%
S vs WCC
+225.2%
-269.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +8.1% | -0.1% | +5.0% |
| 7D | +1.6% | -5.7% | +7.2% | +3.5% |
| 30D | -10.5% | -13.5% | +3.0% | -5.9% |
| 3M | +9.9% | -12.9% | +22.8% | +14.3% |
| 6M | +41.8% | -10.7% | +52.4% | +43.8% |
| YTD | +56.8% | +30.0% | +26.8% | +31.7% |
| 1Y | +39.0% | +24.7% | +14.3% | +18.6% |
| 3Y | +53.8% | +136.6% | -82.7% | -9.0% |
| 5Y | -68.6% | +143.9% | -212.5% | -84.0% |
| All | -44.7% | +225.2% | -269.8% | -71.7% |
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