+26.4%
WCC vs NWSA
+18.2%
+8.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +3.7% | -13.7% | -8.3% |
| 7D | -8.8% | +4.3% | -13.0% | -7.0% |
| 30D | -16.0% | +5.6% | -21.6% | -13.9% |
| 3M | -15.2% | +7.3% | -22.5% | -12.4% |
| 6M | -8.4% | +18.8% | -27.2% | -2.3% |
| YTD | +30.1% | +17.9% | +12.2% | +40.9% |
| 1Y | +26.4% | +19.3% | +7.1% | +36.5% |
| All | +26.4% | +18.2% | +8.2% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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