+345.4%
WCC vs USFR
+27.5%
+317.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.8% | +3.9% |
| 7D | +4.5% | +0.1% | +4.4% | +4.4% |
| 30D | -5.8% | +0.3% | -6.1% | -5.9% |
| 3M | -3.7% | +1.0% | -4.7% | -4.1% |
| 6M | +23.1% | +1.9% | +21.1% | +21.9% |
| YTD | +44.2% | +2.6% | +41.5% | +42.3% |
| 1Y | +62.1% | +4.0% | +58.1% | +58.9% |
| 3Y | +121.1% | +14.1% | +107.0% | +106.3% |
| 5Y | +214.0% | +20.4% | +193.5% | +183.5% |
| 10Y | +472.8% | +28.0% | +444.8% | +405.3% |
| All | +345.4% | +27.5% | +317.8% | +292.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling