+240.4%
TPR vs WCC
+216.1%
+24.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -1.5% |
| 7D | -2.3% | +4.5% | -6.8% | -4.1% |
| 30D | -23.0% | -5.8% | -17.2% | -21.4% |
| 3M | -12.5% | -3.7% | -8.8% | -12.4% |
| 6M | -21.4% | +23.1% | -44.5% | -29.4% |
| YTD | -3.5% | +44.2% | -47.7% | -19.3% |
| 1Y | +17.4% | +62.1% | -44.7% | -7.7% |
| 3Y | +291.3% | +121.1% | +170.1% | +149.6% |
| All | +240.4% | +216.1% | +24.3% | +56.0% |
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