+1,713.7%
WCC vs WSM
+5,255.1%
-3,541.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.1% | +1.8% | +3.2% |
| 7D | +4.5% | -3.3% | +7.7% | +5.6% |
| 30D | -5.8% | -8.4% | +2.6% | -3.0% |
| 3M | -3.7% | +9.7% | -13.3% | -6.7% |
| 6M | +23.1% | +16.7% | +6.4% | +16.6% |
| YTD | +44.2% | +28.7% | +15.5% | +32.2% |
| 1Y | +62.1% | +13.7% | +48.4% | +54.6% |
| 3Y | +121.1% | +230.1% | -109.0% | +42.6% |
| 5Y | +214.0% | +179.0% | +35.0% | +105.8% |
| 10Y | +472.8% | +1,002.5% | -529.7% | +125.4% |
| All | +1,713.7% | +5,255.1% | -3,541.3% | +302.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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