+6.2%
DT vs WCC
+137.6%
-131.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.5% | -5.6% | -3.5% |
| 7D | -4.9% | +8.5% | -13.3% | -6.1% |
| 30D | +2.7% | -1.0% | +3.7% | +2.7% |
| 3M | +20.0% | +2.1% | +17.9% | +18.8% |
| 6M | +28.0% | +36.8% | -8.8% | +18.4% |
| YTD | +16.0% | +47.7% | -31.7% | +4.6% |
| 1Y | +0.7% | +66.5% | -65.8% | -12.6% |
| 3Y | +6.2% | +134.2% | -128.0% | -22.8% |
| All | +6.2% | +137.6% | -131.4% | -22.8% |
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 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