+308.4%
WCC vs USFR
+28.6%
+279.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +9.9% | +0.1% | +9.9% | +9.9% |
| 30D | -8.4% | +0.4% | -8.8% | -8.6% |
| 3M | -10.3% | +1.1% | -11.4% | -10.8% |
| 6M | -10.5% | +2.0% | -12.5% | -11.4% |
| YTD | +32.2% | +3.5% | +28.7% | +30.0% |
| 1Y | +25.5% | +4.1% | +21.4% | +23.1% |
| 3Y | +134.7% | +14.4% | +120.3% | +118.9% |
| 5Y | +139.9% | +21.4% | +118.5% | +115.8% |
| 10Y | +433.5% | +28.6% | +404.9% | +369.4% |
| All | +308.4% | +28.6% | +279.8% | +258.5% |
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