-53.7%
SMR vs WCC
+175.6%
-229.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.7% | -2.3% |
| 7D | -8.3% | +9.9% | -18.2% | -13.6% |
| 30D | -20.1% | -8.4% | -11.6% | -15.6% |
| 3M | -52.7% | -10.3% | -42.4% | -49.6% |
| 6M | -61.0% | -10.5% | -50.6% | -58.2% |
| YTD | -67.1% | +32.2% | -99.3% | -71.8% |
| 1Y | -79.9% | +25.5% | -105.4% | -82.1% |
| 3Y | +101.7% | +134.7% | -33.0% | +34.3% |
| All | -53.7% | +175.6% | -229.3% | -71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling