+289.3%
DD vs WCC
+1,713.7%
-1,424.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | -0.9% |
| 7D | -3.5% | +4.5% | -8.0% | -4.9% |
| 30D | -10.3% | -5.8% | -4.5% | -8.7% |
| 3M | -7.5% | -3.7% | -3.9% | -7.3% |
| 6M | -8.0% | +23.1% | -31.1% | -15.1% |
| YTD | +10.5% | +44.2% | -33.7% | -3.4% |
| 1Y | +38.3% | +62.1% | -23.8% | +15.7% |
| 3Y | +42.5% | +121.1% | -78.6% | +2.8% |
| 5Y | +60.2% | +214.0% | -153.8% | -0.7% |
| 10Y | +68.9% | +472.8% | -403.9% | -21.0% |
| All | +289.3% | +1,713.7% | -1,424.4% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling