+1,729.3%
SO vs WCC
+1,713.7%
+15.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -1.0% |
| 7D | -0.2% | +4.5% | -4.6% | -0.5% |
| 30D | -4.6% | -5.8% | +1.2% | -4.2% |
| 3M | -3.0% | -3.7% | +0.6% | -3.0% |
| 6M | -8.3% | +23.1% | -31.3% | -10.1% |
| YTD | +3.5% | +44.2% | -40.6% | +0.2% |
| 1Y | -0.9% | +62.1% | -63.0% | -5.1% |
| 3Y | +45.4% | +121.1% | -75.8% | +33.6% |
| 5Y | +59.6% | +214.0% | -154.3% | +40.5% |
| 10Y | +156.6% | +472.8% | -316.2% | +105.7% |
| All | +1,729.3% | +1,713.7% | +15.6% | +1,189.5% |
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