+428.1%
WCC vs NWSA
+127.4%
+300.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +5.0% |
| 7D | +4.5% | -1.9% | +6.3% | +5.6% |
| 30D | -5.8% | +4.6% | -10.4% | -8.7% |
| 3M | -3.7% | +13.2% | -16.9% | -12.5% |
| 6M | +23.1% | +27.0% | -3.9% | +2.9% |
| YTD | +44.2% | +16.8% | +27.3% | +25.8% |
| 1Y | +62.1% | +4.5% | +57.6% | +51.3% |
| 3Y | +121.1% | +46.2% | +74.9% | +67.3% |
| 5Y | +214.0% | +40.9% | +173.0% | +137.8% |
| 10Y | +472.8% | +145.1% | +327.7% | +190.4% |
| All | +428.1% | +127.4% | +300.7% | +173.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling