+0.1%
DOW vs WCC
+527.6%
-527.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.3% |
| 7D | +5.2% | +9.9% | -4.7% | +1.5% |
| 30D | +13.2% | -8.4% | +21.6% | +15.5% |
| 3M | +10.1% | -10.3% | +20.4% | +12.2% |
| 6M | -13.1% | -10.5% | -2.6% | -12.9% |
| YTD | +46.1% | +32.2% | +13.9% | +22.8% |
| 1Y | +50.0% | +25.5% | +24.5% | +28.7% |
| 3Y | -20.2% | +134.7% | -154.9% | -50.8% |
| 5Y | -27.7% | +139.9% | -167.6% | -59.3% |
| All | +0.1% | +527.6% | -527.5% | -64.6% |
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