+114.0%
SM vs WCC
+229.6%
-115.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +2.8% |
| 7D | -0.2% | +8.5% | -8.6% | -3.0% |
| 30D | +31.5% | -1.0% | +32.5% | +31.6% |
| 3M | +17.3% | +2.1% | +15.2% | +14.3% |
| 6M | +48.5% | +36.8% | +11.7% | +25.0% |
| YTD | +106.3% | +47.7% | +58.5% | +66.3% |
| 1Y | +47.3% | +66.5% | -19.2% | +11.2% |
| 3Y | -1.4% | +134.2% | -135.6% | -40.2% |
| 5Y | +114.0% | +231.6% | -117.6% | -12.0% |
| All | +114.0% | +229.6% | -115.6% | -12.0% |
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