-10.8%
DOW vs WCC
+584.4%
-595.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.9% | -6.9% | -4.5% |
| 7D | -2.4% | +4.5% | -6.9% | -4.1% |
| 30D | +0.4% | -5.8% | +6.2% | +2.3% |
| 3M | -14.4% | -3.7% | -10.7% | -14.7% |
| 6M | -7.0% | +23.1% | -30.0% | -17.5% |
| YTD | +30.2% | +44.2% | -14.0% | +7.9% |
| 1Y | +29.2% | +62.1% | -32.9% | +1.3% |
| 3Y | -36.7% | +121.1% | -157.8% | -59.2% |
| 5Y | -37.7% | +214.0% | -251.7% | -68.4% |
| All | -10.8% | +584.4% | -595.2% | -68.9% |
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