+1,817.2%
SO vs WCC
+1,412.6%
+404.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.2% | -1.2% |
| 7D | -1.5% | -14.7% | +13.2% | -0.4% |
| 30D | +8.1% | -20.1% | +28.1% | +9.6% |
| 3M | +0.2% | -21.2% | +21.4% | +1.6% |
| 6M | +0.4% | -19.2% | +19.6% | +1.4% |
| YTD | +8.5% | +20.2% | -11.7% | +6.1% |
| 1Y | +4.9% | +14.5% | -9.5% | +2.9% |
| 3Y | +47.9% | +115.1% | -67.2% | +35.8% |
| 5Y | +75.7% | +121.5% | -45.8% | +58.4% |
| 10Y | +178.0% | +468.1% | -290.1% | +122.8% |
| All | +1,817.2% | +1,412.6% | +404.6% | +1,265.6% |
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