-53.2%
S vs WCC
+260.6%
-313.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | -1.1% |
| 7D | -7.7% | +4.5% | -12.2% | -9.2% |
| 30D | -5.3% | -5.8% | +0.5% | -3.4% |
| 3M | +20.3% | -3.7% | +23.9% | +20.4% |
| 6M | +47.4% | +23.1% | +24.3% | +30.2% |
| YTD | +32.5% | +44.2% | -11.6% | +8.2% |
| 1Y | +9.5% | +62.1% | -52.6% | -15.9% |
| 3Y | +15.5% | +121.1% | -105.6% | -28.3% |
| 5Y | -71.2% | +214.0% | -285.2% | -86.0% |
| All | -53.2% | +260.6% | -313.8% | -76.7% |
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