+142.2%
WCC vs FIVE
+16.7%
+125.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +9.9% | +2.7% | +7.3% | +9.0% |
| 30D | -8.4% | +12.7% | -21.1% | -12.2% |
| 3M | -10.3% | +2.1% | -12.4% | -11.5% |
| 6M | -10.5% | +17.5% | -28.0% | -16.5% |
| YTD | +32.2% | +31.0% | +1.2% | +18.4% |
| 1Y | +25.5% | +67.7% | -42.2% | +3.1% |
| 3Y | +134.7% | +43.4% | +91.3% | +89.7% |
| All | +142.2% | +16.7% | +125.5% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling