+774.6%
DUK vs WCC
+1,758.7%
-984.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.6% | +0.6% |
| 7D | +0.7% | +8.5% | -7.8% | -0.1% |
| 30D | -2.0% | -1.0% | -1.1% | -2.0% |
| 3M | +0.2% | +2.1% | -1.9% | -0.4% |
| 6M | -6.9% | +36.8% | -43.7% | -10.3% |
| YTD | +6.1% | +47.7% | -41.6% | +1.3% |
| 1Y | +4.4% | +66.5% | -62.1% | -1.8% |
| 3Y | +49.1% | +134.2% | -85.0% | +32.3% |
| 5Y | +39.6% | +231.6% | -192.1% | +16.8% |
| 10Y | +125.1% | +508.1% | -383.0% | +66.0% |
| All | +774.6% | +1,758.7% | -984.1% | +389.6% |
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