-54.1%
Z vs WCC
+116.9%
-171.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -9.6% | -1.1% | -8.0% |
| 7D | -2.3% | -21.9% | +19.6% | +4.1% |
| 30D | +9.4% | -25.4% | +34.8% | +17.5% |
| 3M | -16.1% | -23.1% | +7.0% | -11.2% |
| 6M | -30.4% | -18.1% | -12.4% | -28.8% |
| YTD | -55.6% | +17.7% | -73.3% | -60.6% |
| 1Y | -58.5% | +12.4% | -70.9% | -62.6% |
| 3Y | -19.6% | +105.9% | -125.5% | -45.6% |
| 5Y | -54.1% | +116.8% | -170.9% | -73.7% |
| All | -54.1% | +116.9% | -171.0% | -73.7% |
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