+219.9%
WCC vs FIVE
+31.2%
+188.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.1% | -1.2% | +2.2% |
| 7D | +4.5% | +4.3% | +0.2% | +3.0% |
| 30D | -5.8% | +12.5% | -18.3% | -9.9% |
| 3M | -3.7% | +31.2% | -34.9% | -12.7% |
| 6M | +23.1% | +14.4% | +8.7% | +16.0% |
| YTD | +44.2% | +33.9% | +10.3% | +28.7% |
| 1Y | +62.1% | +65.1% | -3.0% | +34.1% |
| 3Y | +121.1% | +49.0% | +72.1% | +76.6% |
| All | +219.9% | +31.2% | +188.7% | +164.0% |
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