+336.4%
WM vs WCC
+457.1%
-120.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.2% | -2.3% |
| 7D | +1.2% | -14.7% | +15.9% | +2.5% |
| 30D | +13.1% | -20.1% | +33.1% | +15.1% |
| 3M | +3.6% | -21.2% | +24.8% | +5.4% |
| 6M | +8.1% | -19.2% | +27.2% | +9.2% |
| YTD | +8.9% | +20.2% | -11.3% | +4.8% |
| 1Y | +20.3% | +14.5% | +5.9% | +16.3% |
| 3Y | +46.2% | +115.1% | -69.0% | +25.8% |
| 5Y | +59.9% | +121.5% | -61.6% | +32.4% |
| All | +336.4% | +457.1% | -120.7% | +183.3% |
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