+124.9%
WFC vs WCC
+135.5%
-10.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.9% | -9.9% | +10.8% | +3.1% |
| 30D | +3.3% | -13.4% | +16.7% | +6.4% |
| 3M | -1.4% | -13.5% | +12.0% | +1.1% |
| 6M | +14.7% | -10.6% | +25.3% | +15.6% |
| YTD | -5.9% | +30.1% | -36.0% | -16.4% |
| 1Y | +1.8% | +22.3% | -20.5% | -7.9% |
| 3Y | +124.9% | +130.3% | -5.4% | +57.1% |
| All | +124.9% | +135.5% | -10.6% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling