+286.5%
C vs WCC
+509.2%
-222.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.8% |
| 7D | +3.2% | +8.5% | -5.3% | -0.4% |
| 30D | +1.3% | -1.0% | +2.3% | +1.4% |
| 3M | +3.1% | +2.1% | +1.0% | +1.0% |
| 6M | +29.6% | +36.8% | -7.2% | +10.5% |
| YTD | +19.0% | +47.7% | -28.8% | -2.5% |
| 1Y | +45.6% | +66.5% | -20.9% | +12.2% |
| 3Y | +269.3% | +134.2% | +135.1% | +127.5% |
| 5Y | +131.6% | +231.6% | -100.1% | +10.5% |
| 10Y | +286.5% | +508.1% | -221.6% | +4.6% |
| All | +286.5% | +509.2% | -222.7% | +4.6% |
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