-34.6%
DOW vs WCC
+137.6%
-172.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.0% | -0.2% |
| 7D | -2.9% | +8.5% | -11.4% | -5.0% |
| 30D | +2.0% | -1.0% | +2.9% | +2.0% |
| 3M | -12.5% | +2.1% | -14.6% | -13.9% |
| 6M | -9.2% | +36.8% | -46.0% | -19.6% |
| YTD | +30.8% | +47.7% | -17.0% | +12.1% |
| 1Y | +29.4% | +66.5% | -37.1% | +5.8% |
| 3Y | -34.6% | +134.2% | -168.7% | -55.6% |
| All | -34.6% | +137.6% | -172.2% | -55.6% |
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 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