+14.5%
WCC vs FIVE
+55.9%
-41.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -14.7% | -0.3% | -14.4% | -14.6% |
| 30D | -20.1% | +17.7% | -37.7% | -23.9% |
| 3M | -21.2% | +4.0% | -25.1% | -22.7% |
| 6M | -19.2% | +2.6% | -21.8% | -20.3% |
| YTD | +20.2% | +27.6% | -7.4% | +7.2% |
| 1Y | +14.5% | +59.9% | -45.5% | -8.5% |
| All | +14.5% | +55.9% | -41.4% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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