+54.5%
AR vs WCC
+460.5%
-406.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.2% | -3.9% | +1.2% |
| 7D | -5.8% | -9.9% | +4.2% | -2.3% |
| 30D | +4.8% | -13.4% | +18.2% | +9.6% |
| 3M | +1.5% | -13.5% | +15.0% | +5.3% |
| 6M | +4.7% | -10.6% | +15.3% | +5.2% |
| YTD | +9.2% | +30.1% | -20.9% | -8.4% |
| 1Y | +11.2% | +22.3% | -11.2% | -4.6% |
| 3Y | +46.2% | +130.3% | -84.0% | -13.4% |
| 5Y | +98.1% | +144.5% | -46.5% | +5.2% |
| 10Y | +54.5% | +431.8% | -377.3% | -50.0% |
| All | +54.5% | +460.5% | -406.0% | -50.0% |
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