-27.4%
U vs WCC
+653.0%
-680.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.7% | -2.8% |
| 7D | +16.9% | +3.3% | +13.6% | +14.1% |
| 30D | +6.4% | -9.4% | +15.8% | +9.3% |
| 3M | +13.2% | -10.5% | +23.7% | +16.1% |
| 6M | +84.8% | -10.4% | +95.2% | +86.6% |
| YTD | +12.4% | +34.4% | -22.0% | -10.5% |
| 1Y | +19.8% | +27.7% | -7.9% | -2.1% |
| 3Y | +83.8% | +137.9% | -54.1% | +2.3% |
| 5Y | -72.7% | +147.0% | -219.8% | -85.8% |
| All | -27.4% | +653.0% | -680.3% | -65.5% |
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