-23.6%
WU vs WCC
+134.5%
-158.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.0% | +1.5% |
| 7D | -2.0% | +9.9% | -12.0% | -2.8% |
| 30D | +11.4% | -8.4% | +19.9% | +12.0% |
| 3M | -6.8% | -10.3% | +3.5% | -6.3% |
| 6M | -14.6% | -10.5% | -4.1% | -14.4% |
| YTD | -20.6% | +32.2% | -52.8% | -25.3% |
| 1Y | -15.4% | +25.5% | -40.9% | -19.8% |
| 3Y | -23.6% | +134.7% | -158.3% | -34.6% |
| All | -23.6% | +134.5% | -158.1% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling