+91.3%
WCC vs ADVB
-97.4%
+188.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.9% | 0.0% |
| 7D | -9.9% | -4.1% | -5.8% | -9.9% |
| 30D | -13.4% | -60.3% | +46.9% | -12.7% |
| 3M | -13.5% | -73.3% | +59.9% | -12.6% |
| 6M | -10.6% | -65.9% | +55.3% | -11.0% |
| YTD | +30.1% | -63.9% | +94.0% | +27.8% |
| 1Y | +22.3% | -74.1% | +96.5% | +23.1% |
| All | +91.3% | -97.4% | +188.7% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 3y: compounded portfolio wealth divided by compounded ADVB 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…
3y analysis · Full analysis span regression · 6 months rolling