-46.5%
COMP vs WCC
+273.0%
-319.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.1% | -2.4% | +1.7% |
| 7D | +14.5% | -5.7% | +20.2% | +17.0% |
| 30D | +14.9% | -13.5% | +28.4% | +21.7% |
| 3M | -14.2% | -12.9% | -1.4% | -10.4% |
| 6M | +23.7% | -10.7% | +34.4% | +25.7% |
| YTD | +2.1% | +30.0% | -27.9% | -15.9% |
| 1Y | +26.2% | +24.7% | +1.5% | +5.6% |
| 3Y | +470.9% | +136.6% | +334.3% | +203.5% |
| 5Y | -14.0% | +143.9% | -157.9% | -59.4% |
| All | -46.5% | +273.0% | -319.4% | -75.4% |
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