+229.9%
WCC vs USFR
+20.4%
+209.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.7% |
| 7D | +8.5% | +0.1% | +8.4% | +8.8% |
| 30D | -1.0% | +0.3% | -1.3% | +0.6% |
| 3M | +2.1% | +1.0% | +1.1% | +7.5% |
| 6M | +36.8% | +1.9% | +34.9% | +50.7% |
| YTD | +47.7% | +2.7% | +45.1% | +67.8% |
| 1Y | +66.5% | +4.0% | +62.5% | +100.1% |
| 3Y | +134.2% | +14.0% | +120.1% | +304.3% |
| All | +229.9% | +20.4% | +209.5% | +567.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling