+180.6%
DVA vs WCC
+541.6%
-361.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.5% |
| 7D | -1.3% | +1.5% | -2.9% | -1.6% |
| 30D | 0.0% | -2.1% | +2.2% | +0.2% |
| 3M | -10.9% | +3.8% | -14.8% | -12.2% |
| 6M | +17.3% | +35.0% | -17.7% | +9.9% |
| YTD | +59.8% | +46.4% | +13.4% | +47.0% |
| 1Y | +36.3% | +63.0% | -26.7% | +22.2% |
| 3Y | +88.6% | +133.9% | -45.3% | +51.4% |
| 5Y | +47.5% | +226.5% | -179.0% | +6.9% |
| All | +180.6% | +541.6% | -361.1% | +68.8% |
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 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