+63.1%
WM vs WCC
+112.3%
-49.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.6% | +10.7% | +1.3% |
| 7D | +4.5% | -21.9% | +26.4% | +4.8% |
| 30D | +16.1% | -25.4% | +41.5% | +16.5% |
| 3M | +8.0% | -23.1% | +31.1% | +8.3% |
| 6M | +8.4% | -18.1% | +26.5% | +8.5% |
| YTD | +11.2% | +17.7% | -6.5% | +9.4% |
| 1Y | +22.3% | +12.4% | +9.9% | +20.5% |
| 3Y | +50.2% | +105.9% | -55.6% | +39.2% |
| All | +63.1% | +112.3% | -49.2% | +48.9% |
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