+47.0%
DD vs WCC
+137.6%
-90.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -1.0% |
| 7D | -0.6% | +8.5% | -9.1% | -3.2% |
| 30D | -7.4% | -1.0% | -6.4% | -7.3% |
| 3M | -6.4% | +2.1% | -8.5% | -7.8% |
| 6M | -2.5% | +36.8% | -39.3% | -13.0% |
| YTD | +10.2% | +47.7% | -37.5% | -4.4% |
| 1Y | +36.9% | +66.5% | -29.6% | +13.4% |
| 3Y | +47.0% | +134.2% | -87.1% | +6.2% |
| All | +47.0% | +137.6% | -90.6% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling