+248.9%
A vs WCC
+506.2%
-257.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -4.4% | +6.8% | -11.2% | -6.0% |
| 30D | -2.7% | -3.0% | +0.3% | -2.1% |
| 3M | +7.0% | +0.2% | +6.8% | +6.2% |
| 6M | +24.6% | +33.2% | -8.5% | +14.3% |
| YTD | +7.0% | +45.8% | -38.8% | -4.4% |
| 1Y | +15.6% | +68.4% | -52.8% | -0.8% |
| 3Y | +29.9% | +131.1% | -101.2% | -1.0% |
| 5Y | -15.4% | +225.6% | -241.0% | -42.8% |
| 10Y | +248.9% | +534.2% | -285.3% | +85.5% |
| All | +248.9% | +506.2% | -257.3% | +85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling