-39.0%
U vs WCC
+707.5%
-746.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -2.8% |
| 7D | -3.8% | +4.5% | -8.3% | -5.8% |
| 30D | +17.5% | -5.8% | +23.2% | +20.0% |
| 3M | +38.7% | -3.7% | +42.4% | +39.0% |
| 6M | +104.4% | +23.1% | +81.4% | +78.0% |
| YTD | -5.7% | +44.2% | -49.8% | -25.8% |
| 1Y | +3.7% | +62.1% | -58.4% | -23.7% |
| 3Y | +12.3% | +121.1% | -108.8% | -33.7% |
| 5Y | -68.8% | +214.0% | -282.8% | -84.2% |
| All | -39.0% | +707.5% | -746.6% | -71.4% |
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