+68.4%
WCC vs EXEL
+54.7%
+13.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | +6.8% | -0.3% | +7.1% | +6.8% |
| 30D | -3.0% | +10.1% | -13.2% | -4.3% |
| 3M | +0.2% | +10.1% | -9.9% | -1.2% |
| 6M | +33.2% | +37.7% | -4.5% | +27.0% |
| YTD | +45.8% | +33.1% | +12.7% | +39.1% |
| 1Y | +68.4% | +52.4% | +16.0% | +58.5% |
| All | +68.4% | +54.7% | +13.7% | +58.5% |
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