+131.4%
WMT vs WCC
+211.6%
-80.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.1% |
| 7D | -2.5% | +1.7% | -4.1% | -2.6% |
| 30D | -6.4% | -6.1% | -0.4% | -6.1% |
| 3M | -12.1% | +3.1% | -15.2% | -12.5% |
| 6M | -15.0% | +28.2% | -43.2% | -16.9% |
| YTD | -4.5% | +41.1% | -45.6% | -7.4% |
| 1Y | +6.2% | +61.3% | -55.1% | +1.8% |
| 3Y | +99.9% | +123.6% | -23.8% | +83.6% |
| 5Y | +131.4% | +214.8% | -83.3% | +105.1% |
| All | +131.4% | +211.6% | -80.2% | +105.1% |
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