-2.3%
SW vs WCC
+216.1%
-218.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | +0.2% |
| 7D | -5.1% | +4.5% | -9.6% | -6.2% |
| 30D | -4.6% | -5.8% | +1.2% | -3.2% |
| 3M | +9.4% | -3.7% | +13.0% | +9.9% |
| 6M | +3.5% | +23.1% | -19.5% | -3.2% |
| YTD | +22.0% | +44.2% | -22.1% | +9.2% |
| 1Y | +2.2% | +62.1% | -59.9% | -11.8% |
| 3Y | +19.6% | +121.1% | -101.5% | -7.9% |
| All | -2.3% | +216.1% | -218.4% | -38.8% |
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