+220.1%
C vs WCC
+492.1%
-272.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.1% | -5.7% | -1.0% |
| 7D | -0.9% | -5.7% | +4.8% | +0.9% |
| 30D | -5.4% | -13.5% | +8.1% | -0.5% |
| 3M | -9.2% | -12.9% | +3.7% | -5.4% |
| 6M | -1.8% | -10.7% | +8.9% | +0.1% |
| YTD | +6.7% | +30.0% | -23.3% | -9.0% |
| 1Y | +23.5% | +24.7% | -1.2% | +7.0% |
| 3Y | +219.8% | +136.6% | +83.2% | +92.7% |
| 5Y | +112.4% | +143.9% | -31.5% | +15.6% |
| 10Y | +220.1% | +465.9% | -245.8% | -13.0% |
| All | +220.1% | +492.1% | -272.0% | -13.0% |
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