+134.2%
DTE vs WCC
+541.6%
-407.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.0% | -1.9% |
| 7D | -2.6% | +1.5% | -4.1% | -2.8% |
| 30D | -4.4% | -2.1% | -2.3% | -4.2% |
| 3M | -8.3% | +3.8% | -12.2% | -9.4% |
| 6M | -8.1% | +35.0% | -43.1% | -13.4% |
| YTD | +4.4% | +46.4% | -41.9% | -3.4% |
| 1Y | +0.2% | +63.0% | -62.8% | -9.4% |
| 3Y | +42.6% | +133.9% | -91.3% | +15.6% |
| 5Y | +31.5% | +226.5% | -195.1% | -5.6% |
| All | +134.2% | +541.6% | -407.4% | +8.3% |
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