+533.2%
XYZ vs WCC
+684.8%
-151.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -2.5% |
| 7D | -1.0% | +4.5% | -5.4% | -2.9% |
| 30D | -1.7% | -5.8% | +4.1% | +0.6% |
| 3M | +16.7% | -3.7% | +20.4% | +16.9% |
| 6M | +26.9% | +23.1% | +3.8% | +11.7% |
| YTD | +27.1% | +44.2% | -17.0% | +2.9% |
| 1Y | +9.3% | +62.1% | -52.8% | -17.3% |
| 3Y | +42.3% | +121.1% | -78.8% | -12.0% |
| 5Y | -69.3% | +214.0% | -283.3% | -84.0% |
| 10Y | +586.8% | +472.8% | +114.0% | +125.2% |
| All | +533.2% | +684.8% | -151.6% | +69.5% |
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