+24.7%
Z vs WCC
+491.5%
-466.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | -3.5% |
| 7D | -3.0% | +4.5% | -7.5% | -4.5% |
| 30D | -4.2% | -5.8% | +1.6% | -2.6% |
| 3M | -3.7% | -3.7% | 0.0% | -4.1% |
| 6M | -24.5% | +23.1% | -47.6% | -32.1% |
| YTD | -49.3% | +44.2% | -93.4% | -57.5% |
| 1Y | -58.7% | +62.1% | -120.8% | -67.1% |
| 3Y | -34.1% | +121.1% | -155.3% | -56.1% |
| 5Y | -64.5% | +214.0% | -278.5% | -80.7% |
| 10Y | -0.5% | +472.8% | -473.3% | -67.7% |
| All | +24.7% | +491.5% | -466.8% | -61.3% |
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