+554.0%
XYZ vs WCC
+554.5%
-0.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.8% |
| 7D | +12.1% | -14.7% | +26.8% | +18.9% |
| 30D | +12.4% | -20.1% | +32.4% | +22.0% |
| 3M | +8.2% | -21.2% | +29.3% | +17.2% |
| 6M | +20.7% | -19.2% | +39.8% | +27.2% |
| YTD | +31.3% | +20.2% | +11.1% | +12.6% |
| 1Y | +20.5% | +14.5% | +6.1% | +5.6% |
| 3Y | +72.6% | +115.1% | -42.5% | +5.3% |
| 5Y | -64.0% | +121.5% | -185.5% | -78.7% |
| 10Y | +601.8% | +468.1% | +133.7% | +132.2% |
| All | +554.0% | +554.5% | -0.5% | +85.6% |
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 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