+547.0%
WCC vs FIVE
+868.1%
-321.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.1% | -1.2% | +2.1% |
| 7D | +4.5% | +4.3% | +0.2% | +3.0% |
| 30D | -5.8% | +12.5% | -18.3% | -10.0% |
| 3M | -3.7% | +31.2% | -34.9% | -12.9% |
| 6M | +23.1% | +14.4% | +8.7% | +15.8% |
| YTD | +44.2% | +33.9% | +10.3% | +28.3% |
| 1Y | +62.1% | +65.1% | -3.0% | +33.5% |
| 3Y | +121.1% | +49.0% | +72.1% | +74.3% |
| 5Y | +214.0% | +30.3% | +183.7% | +149.5% |
| 10Y | +472.8% | +481.1% | -8.3% | +198.5% |
| All | +547.0% | +868.1% | -321.2% | +184.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling