+59.9%
DIA vs WCC
+137.6%
-77.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.6% |
| 7D | +0.1% | +8.5% | -8.4% | -1.4% |
| 30D | -2.1% | -1.0% | -1.1% | -2.0% |
| 3M | +4.2% | +2.1% | +2.0% | +3.3% |
| 6M | +11.9% | +36.8% | -24.9% | +4.4% |
| YTD | +10.8% | +47.7% | -36.9% | +1.7% |
| 1Y | +17.5% | +66.5% | -49.0% | +5.0% |
| 3Y | +59.9% | +134.2% | -74.2% | +29.5% |
| All | +59.9% | +137.6% | -77.7% | +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