+735.9%
WFC vs WCC
+1,591.1%
-855.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.7% | +14.2% | -12.5% | -2.4% |
| 30D | +6.8% | -9.8% | +16.7% | +9.3% |
| 3M | -3.0% | -10.1% | +7.1% | -1.2% |
| 6M | +15.4% | -9.4% | +24.8% | +16.1% |
| YTD | -5.9% | +34.4% | -40.3% | -17.2% |
| 1Y | +1.7% | +23.3% | -21.6% | -8.2% |
| 3Y | +124.9% | +137.9% | -13.0% | +57.5% |
| 5Y | +90.5% | +144.0% | -53.5% | +26.9% |
| 10Y | +117.8% | +442.5% | -324.6% | +4.5% |
| All | +735.9% | +1,591.1% | -855.2% | +189.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling