+7.5%
SMR vs WCC
+204.1%
-196.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.5% |
| 7D | +13.1% | +6.8% | +6.3% | +8.6% |
| 30D | +17.8% | -3.0% | +20.8% | +19.9% |
| 3M | +8.1% | +0.2% | +7.9% | +8.0% |
| 6M | -11.1% | +33.2% | -44.3% | -24.7% |
| YTD | -23.7% | +45.8% | -69.5% | -38.1% |
| 1Y | -69.4% | +68.4% | -137.8% | -77.1% |
| 3Y | +82.6% | +131.1% | -48.5% | +18.0% |
| All | +7.5% | +204.1% | -196.6% | -36.7% |
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 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