-24.7%
U vs WCC
+573.5%
-598.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +4.6% |
| 7D | +36.6% | -14.7% | +51.3% | +44.6% |
| 30D | +13.3% | -20.1% | +33.4% | +23.3% |
| 3M | +26.2% | -21.2% | +47.3% | +37.1% |
| 6M | +88.7% | -19.2% | +107.9% | +99.6% |
| YTD | +16.6% | +20.2% | -3.6% | -2.3% |
| 1Y | +29.0% | +14.5% | +14.5% | +10.9% |
| 3Y | +99.5% | +115.1% | -15.6% | +16.2% |
| 5Y | -66.1% | +121.5% | -187.6% | -81.4% |
| All | -24.7% | +573.5% | -598.1% | -62.3% |
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