+47.4%
DVA vs WCC
+211.6%
-164.3%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.5% |
| 7D | -0.2% | +1.7% | -1.8% | -0.4% |
| 30D | +1.7% | -6.1% | +7.7% | +2.4% |
| 3M | -8.7% | +3.1% | -11.8% | -9.7% |
| 6M | +19.7% | +28.2% | -8.6% | +13.9% |
| YTD | +59.6% | +41.1% | +18.5% | +49.3% |
| 1Y | +37.1% | +61.3% | -24.2% | +24.7% |
| 3Y | +89.8% | +123.6% | -33.9% | +55.6% |
| 5Y | +47.4% | +214.8% | -167.4% | +7.5% |
| All | +47.4% | +211.6% | -164.3% | +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 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