+5,447.6%
WCC vs SNY
+241.5%
+5,206.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +1.7% | -3.6% | +5.3% | +3.4% |
| 30D | -6.1% | -1.9% | -4.1% | -5.3% |
| 3M | +3.1% | -2.0% | +5.0% | +3.3% |
| 6M | +28.2% | +2.5% | +25.7% | +25.6% |
| YTD | +41.1% | -7.0% | +48.0% | +44.2% |
| 1Y | +61.3% | -4.4% | +65.7% | +62.1% |
| 3Y | +123.6% | -8.4% | +132.0% | +119.8% |
| 5Y | +214.8% | +9.5% | +205.2% | +174.8% |
| 10Y | +513.6% | +64.3% | +449.3% | +324.1% |
| All | +5,447.6% | +241.5% | +5,206.1% | +2,254.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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