+62.1%
WCC vs EXEL
+59.2%
+2.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +3.9% |
| 7D | +4.5% | +8.4% | -3.9% | +3.4% |
| 30D | -5.8% | +4.1% | -9.9% | -6.3% |
| 3M | -3.7% | +12.4% | -16.1% | -5.3% |
| 6M | +23.1% | +41.5% | -18.5% | +17.2% |
| YTD | +44.2% | +34.6% | +9.5% | +37.4% |
| 1Y | +62.1% | +57.9% | +4.2% | +51.9% |
| All | +62.1% | +59.2% | +2.9% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling