-63.1%
W vs WCC
+216.1%
-279.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.9% | -1.3% | +0.1% |
| 7D | -4.2% | +4.5% | -8.6% | -6.7% |
| 30D | -7.6% | -5.8% | -1.8% | -4.6% |
| 3M | +37.2% | -3.7% | +40.8% | +38.8% |
| 6M | +26.3% | +23.1% | +3.3% | +6.3% |
| YTD | -1.0% | +44.2% | -45.1% | -25.4% |
| 1Y | +20.1% | +62.1% | -42.0% | -17.8% |
| 3Y | +37.8% | +121.1% | -83.3% | -25.5% |
| All | -63.1% | +216.1% | -279.2% | -85.7% |
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