-59.8%
SMR vs WCC
-10.2%
-49.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | 0.0% | -7.8% | -7.8% |
| 7D | +10.3% | +14.2% | -3.9% | -1.5% |
| 30D | -25.7% | -9.8% | -15.9% | -19.6% |
| 3M | -49.7% | -10.1% | -39.6% | -45.8% |
| 6M | -59.8% | -9.4% | -50.4% | -57.0% |
| All | -59.8% | -10.2% | -49.6% | -57.0% |
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 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