-10.2%
DOW vs WCC
+569.9%
-580.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +2.0% |
| 7D | -2.4% | +1.7% | -4.0% | -3.1% |
| 30D | -4.1% | -6.1% | +2.0% | -2.2% |
| 3M | -12.4% | +3.1% | -15.5% | -15.0% |
| 6M | -10.6% | +28.2% | -38.9% | -22.1% |
| YTD | +31.1% | +41.1% | -10.0% | +9.4% |
| 1Y | +30.5% | +61.3% | -30.8% | +2.4% |
| 3Y | -34.4% | +123.6% | -158.0% | -57.9% |
| 5Y | -35.5% | +214.8% | -250.3% | -67.5% |
| All | -10.2% | +569.9% | -580.1% | -68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling