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  • WM vs WCC✓SelectedUSD · WCCWM vs WCC performance historyLatest closeAs of+0.15%11/09
Stock and ETF performance explorer

WM vs WCC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+328.7%
WCC return
+492.1%
Excess return
-163.3%
Maximum drawdown
-30.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWCCExcessAlpha
1D+0.1%+8.1%-8.0%-0.6%
7D-0.5%-5.7%+5.2%-0.1%
30D+13.3%-13.5%+26.8%+14.5%
3M+4.4%-12.9%+17.3%+5.2%
6M+10.8%-10.7%+21.5%+11.0%
YTD+9.1%+30.0%-20.9%+4.2%
1Y+19.1%+24.7%-5.6%+14.2%
3Y+45.7%+136.6%-90.9%+24.1%
5Y+60.4%+143.9%-83.5%+31.5%
10Y+328.7%+465.9%-137.2%+177.7%
All+328.7%+492.1%-163.3%+177.7%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling