+63.1%
DD vs WCC
+229.6%
-166.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -1.1% |
| 7D | -0.6% | +8.5% | -9.1% | -3.4% |
| 30D | -7.4% | -1.0% | -6.4% | -7.3% |
| 3M | -6.4% | +2.1% | -8.5% | -8.0% |
| 6M | -2.5% | +36.8% | -39.3% | -13.9% |
| YTD | +10.2% | +47.7% | -37.5% | -5.7% |
| 1Y | +36.9% | +66.5% | -29.6% | +11.4% |
| 3Y | +47.0% | +134.2% | -87.1% | -0.5% |
| 5Y | +63.1% | +231.6% | -168.5% | -14.1% |
| All | +63.1% | +229.6% | -166.5% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling