+62.1%
WCC vs USFR
+4.0%
+58.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.8% | +4.1% |
| 7D | +4.5% | +0.1% | +4.4% | +5.2% |
| 30D | -5.8% | +0.3% | -6.1% | -1.7% |
| 3M | -3.7% | +1.0% | -4.7% | +13.9% |
| 6M | +23.1% | +1.9% | +21.1% | +67.0% |
| YTD | +44.2% | +2.6% | +41.5% | +98.3% |
| 1Y | +62.1% | +4.0% | +58.1% | +118.0% |
| All | +62.1% | +4.0% | +58.1% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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