+59.5%
DIA vs WCC
+135.5%
-75.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.9% | -9.9% | +10.8% | +2.4% |
| 30D | +1.1% | -13.4% | +14.5% | +3.2% |
| 3M | -2.9% | -13.5% | +10.6% | -1.1% |
| 6M | +5.9% | -10.6% | +16.5% | +6.6% |
| YTD | +9.8% | +30.1% | -20.3% | +2.3% |
| 1Y | +11.7% | +22.3% | -10.6% | +5.2% |
| 3Y | +59.5% | +130.3% | -70.7% | +29.5% |
| All | +59.5% | +135.5% | -75.9% | +29.5% |
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