+4,489.4%
WCC vs BG
+1,185.2%
+3,304.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | +0.5% |
| 7D | +8.5% | +2.4% | +6.1% | +7.3% |
| 30D | -1.0% | +15.0% | -16.0% | -7.4% |
| 3M | +2.1% | -0.7% | +2.8% | +1.4% |
| 6M | +36.8% | +7.5% | +29.3% | +30.2% |
| YTD | +47.7% | +41.6% | +6.1% | +23.8% |
| 1Y | +66.5% | +50.7% | +15.9% | +34.3% |
| 3Y | +134.2% | +20.3% | +113.9% | +104.7% |
| 5Y | +231.6% | +85.2% | +146.4% | +132.7% |
| 10Y | +508.1% | +160.6% | +347.5% | +252.6% |
| All | +4,489.4% | +1,185.2% | +3,304.1% | +1,456.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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