+2.9%
SM vs WCC
-8.7%
+11.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.3% | +2.2% | +5.7% |
| 7D | +0.3% | +3.3% | -3.0% | +0.6% |
| 30D | -17.3% | -9.4% | -7.9% | -18.4% |
| 3M | -3.6% | -10.5% | +6.9% | -4.5% |
| 6M | +2.9% | -10.4% | +13.3% | +3.8% |
| All | +2.9% | -8.7% | +11.6% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling