+130.3%
WCC vs EXEL
+236.1%
-105.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | -9.9% | -2.4% | -7.5% | -9.5% |
| 30D | -13.4% | +17.9% | -31.3% | -15.4% |
| 3M | -13.5% | +33.3% | -46.7% | -17.1% |
| 6M | -10.6% | +46.6% | -57.2% | -15.9% |
| YTD | +30.1% | +61.0% | -30.9% | +20.1% |
| 1Y | +22.3% | +70.4% | -48.1% | +12.0% |
| 3Y | +130.3% | +236.1% | -105.8% | +75.4% |
| All | +130.3% | +236.1% | -105.8% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling