+199.9%
B vs WCC
+518.6%
-318.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -2.1% |
| 7D | -5.0% | +1.7% | -6.7% | -5.3% |
| 30D | +8.7% | -6.1% | +14.8% | +9.5% |
| 3M | +17.3% | +3.1% | +14.2% | +16.6% |
| 6M | -5.0% | +28.2% | -33.3% | -8.0% |
| YTD | +1.4% | +41.1% | -39.6% | -2.8% |
| 1Y | +50.5% | +61.3% | -10.8% | +42.2% |
| 3Y | +194.4% | +123.6% | +70.7% | +164.1% |
| 5Y | +156.7% | +214.8% | -58.1% | +118.7% |
| All | +199.9% | +518.6% | -318.7% | +110.4% |
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