+3.6%
WBD vs WCC
+224.0%
-220.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -2.0% |
| 7D | -0.7% | +1.5% | -2.3% | -1.4% |
| 30D | +1.4% | -2.1% | +3.5% | +1.8% |
| 3M | +4.4% | +3.8% | +0.6% | +1.2% |
| 6M | +0.8% | +35.0% | -34.1% | -13.8% |
| YTD | -2.7% | +46.4% | -49.1% | -20.7% |
| 1Y | +73.4% | +63.0% | +10.4% | +32.9% |
| 3Y | +142.1% | +133.9% | +8.2% | +47.9% |
| All | +3.6% | +224.0% | -220.4% | -49.5% |
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 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