+134.2%
WCC vs IBN
+29.3%
+104.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +3.3% |
| 7D | +8.5% | -2.2% | +10.7% | +9.2% |
| 30D | -1.0% | -2.3% | +1.3% | -0.3% |
| 3M | +2.1% | +15.9% | -13.8% | -3.0% |
| 6M | +36.8% | +5.6% | +31.2% | +33.7% |
| YTD | +47.7% | -0.1% | +47.8% | +46.2% |
| 1Y | +66.5% | -6.5% | +73.1% | +67.2% |
| 3Y | +134.2% | +29.3% | +104.8% | +104.9% |
| All | +134.2% | +29.3% | +104.8% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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