+59.7%
WM vs WCC
+117.0%
-57.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.2% | -2.1% |
| 7D | +1.2% | -14.7% | +15.9% | +1.4% |
| 30D | +13.1% | -20.1% | +33.1% | +13.3% |
| 3M | +3.6% | -21.2% | +24.8% | +3.9% |
| 6M | +8.1% | -19.2% | +27.2% | +8.3% |
| YTD | +8.9% | +20.2% | -11.3% | +7.1% |
| 1Y | +20.3% | +14.5% | +5.9% | +18.5% |
| 3Y | +46.2% | +115.1% | -69.0% | +35.1% |
| All | +59.7% | +117.0% | -57.2% | +45.7% |
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 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