+40.2%
DUK vs WCC
+211.6%
-171.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.8% |
| 7D | -1.7% | +1.7% | -3.3% | -1.7% |
| 30D | -2.2% | -6.1% | +3.8% | -2.1% |
| 3M | -3.7% | +3.1% | -6.8% | -3.9% |
| 6M | -6.3% | +28.2% | -34.6% | -7.4% |
| YTD | +4.5% | +41.1% | -36.6% | +2.9% |
| 1Y | +1.8% | +61.3% | -59.5% | -0.4% |
| 3Y | +46.8% | +123.6% | -76.8% | +38.3% |
| 5Y | +40.2% | +214.8% | -174.5% | +28.3% |
| All | +40.2% | +211.6% | -171.4% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling