+112.2%
DT vs WCC
+649.6%
-537.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | -0.5% | +6.8% | -7.3% | -2.2% |
| 30D | +0.1% | -3.0% | +3.1% | +0.5% |
| 3M | +24.1% | +0.2% | +23.9% | +22.8% |
| 6M | +30.1% | +33.2% | -3.0% | +17.9% |
| YTD | +16.8% | +45.8% | -29.1% | +2.5% |
| 1Y | -0.1% | +68.4% | -68.5% | -16.4% |
| 3Y | +6.8% | +131.1% | -124.3% | -22.2% |
| 5Y | -28.4% | +225.6% | -254.0% | -54.4% |
| All | +112.2% | +649.6% | -537.4% | -7.5% |
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