-0.8%
BB vs WCC
+518.6%
-519.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -1.5% |
| 7D | -2.1% | +1.7% | -3.7% | -2.7% |
| 30D | -16.0% | -6.1% | -10.0% | -14.1% |
| 3M | -14.5% | +3.1% | -17.6% | -15.8% |
| 6M | +118.6% | +28.2% | +90.3% | +97.6% |
| YTD | +98.9% | +41.1% | +57.9% | +72.6% |
| 1Y | +99.5% | +61.3% | +38.2% | +63.6% |
| 3Y | +65.4% | +123.6% | -58.3% | +15.0% |
| 5Y | -27.6% | +214.8% | -242.4% | -56.7% |
| All | -0.8% | +518.6% | -519.3% | -56.6% |
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