-50.4%
COMP vs WCC
+273.3%
-323.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.1% | -7.5% | -7.4% |
| 7D | +7.2% | -9.9% | +17.1% | +12.1% |
| 30D | +6.4% | -13.4% | +19.8% | +12.7% |
| 3M | -19.4% | -13.5% | -6.0% | -15.5% |
| 6M | +14.6% | -10.6% | +25.2% | +16.3% |
| YTD | -5.5% | +30.1% | -35.6% | -22.2% |
| 1Y | +13.7% | +22.3% | -8.7% | -3.9% |
| 3Y | +409.7% | +130.3% | +279.4% | +175.3% |
| 5Y | -17.0% | +144.5% | -161.5% | -60.8% |
| All | -50.4% | +273.3% | -323.7% | -77.2% |
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