+16.9%
TPR vs WCC
+61.8%
-44.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.2% | -1.4% |
| 7D | -2.7% | +4.5% | -7.1% | -3.8% |
| 30D | -23.3% | -5.8% | -17.5% | -22.2% |
| 3M | -12.8% | -3.7% | -9.1% | -12.3% |
| 6M | -21.7% | +23.1% | -44.8% | -27.7% |
| YTD | -3.9% | +44.2% | -48.0% | -13.9% |
| 1Y | +16.9% | +62.1% | -45.2% | +1.7% |
| All | +16.9% | +61.8% | -44.9% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling