+48.4%
D vs WCC
+453.1%
-404.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.7% |
| 7D | -2.4% | +3.3% | -5.7% | -2.8% |
| 30D | +9.0% | -9.4% | +18.4% | +9.5% |
| 3M | +1.0% | -10.5% | +11.5% | +1.5% |
| 6M | +11.0% | -10.4% | +21.4% | +11.2% |
| YTD | +19.8% | +34.4% | -14.6% | +15.2% |
| 1Y | +16.0% | +27.7% | -11.7% | +12.0% |
| 3Y | +74.4% | +137.9% | -63.6% | +54.7% |
| 5Y | +13.5% | +147.0% | -133.5% | -1.6% |
| 10Y | +48.4% | +442.5% | -394.1% | +9.3% |
| All | +48.4% | +453.1% | -404.8% | +9.3% |
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