+67.3%
DD vs WCC
+518.6%
-451.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | +0.8% |
| 7D | -2.9% | +1.7% | -4.6% | -3.6% |
| 30D | -11.5% | -6.1% | -5.4% | -9.6% |
| 3M | -5.4% | +3.1% | -8.5% | -7.6% |
| 6M | -6.9% | +28.2% | -35.1% | -17.1% |
| YTD | +6.9% | +41.1% | -34.2% | -8.7% |
| 1Y | +35.6% | +61.3% | -25.7% | +8.9% |
| 3Y | +42.5% | +123.6% | -81.1% | -6.3% |
| 5Y | +58.5% | +214.8% | -156.3% | -15.7% |
| All | +67.3% | +518.6% | -451.3% | -40.6% |
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