+749.5%
DIA vs WCC
+1,591.2%
-841.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.1% |
| 7D | -1.6% | +3.3% | -4.9% | -2.4% |
| 30D | +1.3% | -9.4% | +10.7% | +2.8% |
| 3M | -2.1% | -10.5% | +8.4% | -0.7% |
| 6M | +6.2% | -10.4% | +16.6% | +7.1% |
| YTD | +10.3% | +34.4% | -24.1% | +1.8% |
| 1Y | +11.0% | +27.7% | -16.7% | +3.4% |
| 3Y | +60.4% | +137.9% | -77.6% | +26.7% |
| 5Y | +59.1% | +147.0% | -88.0% | +20.5% |
| 10Y | +237.1% | +442.5% | -205.4% | +100.8% |
| All | +749.5% | +1,591.2% | -841.7% | +242.0% |
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