+87.8%
DT vs WCC
+579.5%
-491.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | +0.2% |
| 7D | +3.1% | +9.9% | -6.8% | +0.7% |
| 30D | -29.5% | -8.4% | -21.1% | -28.4% |
| 3M | -11.7% | -10.3% | -1.4% | -10.3% |
| 6M | +29.0% | -10.5% | +39.5% | +29.9% |
| YTD | +3.4% | +32.2% | -28.8% | -7.8% |
| 1Y | -4.2% | +25.5% | -29.8% | -13.5% |
| 3Y | -12.8% | +134.7% | -147.5% | -37.5% |
| 5Y | -39.6% | +139.9% | -179.5% | -58.8% |
| All | +87.8% | +579.5% | -491.6% | -16.8% |
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