-3.6%
SMR vs WCC
+200.6%
-204.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -2.9% |
| 7D | +4.4% | +4.5% | -0.1% | +1.5% |
| 30D | +3.4% | -5.8% | +9.2% | +6.9% |
| 3M | -19.2% | -3.7% | -15.5% | -17.2% |
| 6M | -22.6% | +23.1% | -45.7% | -31.4% |
| YTD | -31.5% | +44.2% | -75.7% | -44.2% |
| 1Y | -73.1% | +62.1% | -135.2% | -79.4% |
| 3Y | +55.0% | +121.1% | -66.2% | +1.4% |
| All | -3.6% | +200.6% | -204.2% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling