+126.7%
WFC vs WCC
+229.6%
-102.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -3.0% |
| 7D | +1.1% | +8.5% | -7.4% | -1.5% |
| 30D | +0.8% | -1.0% | +1.8% | +0.8% |
| 3M | +9.3% | +2.1% | +7.2% | +7.4% |
| 6M | +10.6% | +36.8% | -26.2% | -2.3% |
| YTD | -4.1% | +47.7% | -51.8% | -17.7% |
| 1Y | +13.6% | +66.5% | -52.9% | -7.2% |
| 3Y | +130.7% | +134.2% | -3.4% | +58.9% |
| 5Y | +126.7% | +231.6% | -104.9% | +26.8% |
| All | +126.7% | +229.6% | -102.9% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling