+618.2%
WM vs WCC
+1,713.7%
-1,095.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.8% |
| 7D | -0.3% | +4.5% | -4.8% | -0.9% |
| 30D | -2.4% | -5.8% | +3.4% | -1.7% |
| 3M | +0.4% | -3.7% | +4.1% | +0.3% |
| 6M | -9.5% | +23.1% | -32.5% | -13.2% |
| YTD | +0.5% | +44.2% | -43.7% | -5.9% |
| 1Y | -1.1% | +62.1% | -63.2% | -9.3% |
| 3Y | +46.0% | +121.1% | -75.1% | +23.2% |
| 5Y | +51.8% | +214.0% | -162.1% | +17.5% |
| 10Y | +307.5% | +472.8% | -165.3% | +166.3% |
| All | +618.2% | +1,713.7% | -1,095.5% | +238.4% |
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