-4.2%
DT vs WCC
+22.3%
-26.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | -0.3% |
| 7D | +3.1% | +9.9% | -6.8% | +3.6% |
| 30D | -29.5% | -8.4% | -21.1% | -29.9% |
| 3M | -11.7% | -10.3% | -1.4% | -12.2% |
| 6M | +29.0% | -10.5% | +39.5% | +28.1% |
| YTD | +3.4% | +32.2% | -28.8% | +2.7% |
| 1Y | -4.2% | +25.5% | -29.8% | -4.1% |
| All | -4.2% | +22.3% | -26.6% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling