+208.8%
C vs WCC
+460.5%
-251.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -0.4% | -9.9% | +9.6% | +3.5% |
| 30D | -5.2% | -13.4% | +8.2% | -0.2% |
| 3M | -9.1% | -13.5% | +4.4% | -5.0% |
| 6M | -1.6% | -10.6% | +9.0% | +0.3% |
| YTD | +6.9% | +30.1% | -23.1% | -8.8% |
| 1Y | +23.0% | +22.3% | +0.6% | +7.5% |
| 3Y | +216.1% | +130.3% | +85.9% | +93.0% |
| 5Y | +112.2% | +144.5% | -32.3% | +15.5% |
| 10Y | +208.8% | +431.8% | -223.1% | -12.7% |
| All | +208.8% | +460.5% | -251.7% | -12.7% |
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