-75.5%
SMR vs WCC
+66.6%
-142.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.7% | -19.4% | -18.9% |
| 7D | -11.2% | +1.5% | -12.8% | -12.7% |
| 30D | -10.2% | -2.1% | -8.1% | -9.2% |
| 3M | -10.0% | +3.8% | -13.9% | -14.3% |
| 6M | -30.5% | +35.0% | -65.4% | -47.1% |
| YTD | -39.2% | +46.4% | -85.6% | -56.3% |
| 1Y | -75.5% | +63.0% | -138.5% | -82.1% |
| All | -75.5% | +66.6% | -142.1% | -82.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling