+396.0%
TPR vs WCC
+134.5%
+261.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.3% |
| 7D | -0.3% | +9.9% | -10.2% | -3.2% |
| 30D | +15.1% | -8.4% | +23.6% | +17.1% |
| 3M | +3.5% | -10.3% | +13.9% | +5.3% |
| 6M | +0.4% | -10.5% | +10.9% | +1.3% |
| YTD | +4.6% | +32.2% | -27.6% | -9.0% |
| 1Y | +33.1% | +25.5% | +7.6% | +17.6% |
| 3Y | +396.0% | +134.7% | +261.3% | +190.8% |
| All | +396.0% | +134.5% | +261.5% | +190.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling