+97.7%
WCC vs ADVB
-97.1%
+194.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +10.0% | -6.6% | +3.2% |
| 7D | +3.3% | +10.5% | -7.2% | +3.1% |
| 30D | -9.4% | -56.0% | +46.6% | -8.9% |
| 3M | -10.5% | -70.1% | +59.6% | -9.8% |
| 6M | -10.4% | -53.7% | +43.3% | -11.6% |
| YTD | +34.4% | -60.3% | +94.7% | +31.8% |
| 1Y | +27.7% | -73.1% | +100.8% | +28.9% |
| All | +97.7% | -97.1% | +194.8% | +145.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling