+529.4%
XYZ vs WCC
+631.8%
-102.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -2.1% | +14.2% | -16.3% | -7.8% |
| 30D | +7.0% | -9.8% | +16.9% | +10.1% |
| 3M | +5.1% | -10.1% | +15.2% | +7.4% |
| 6M | +14.1% | -9.4% | +23.5% | +14.3% |
| YTD | +26.4% | +34.4% | -8.0% | +3.1% |
| 1Y | +25.1% | +23.3% | +1.8% | +6.1% |
| 3Y | +59.7% | +137.9% | -78.2% | -6.8% |
| 5Y | -63.8% | +144.0% | -207.8% | -79.6% |
| 10Y | +592.4% | +442.5% | +150.0% | +127.2% |
| All | +529.4% | +631.8% | -102.4% | +69.9% |
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