-11.9%
DVA vs WCC
-11.8%
-0.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.1% |
| 7D | -8.8% | +9.9% | -18.7% | -7.5% |
| 30D | -3.4% | -8.4% | +5.1% | -3.9% |
| 3M | -2.6% | -10.3% | +7.8% | -3.0% |
| 6M | -11.9% | -10.5% | -1.4% | -11.5% |
| All | -11.9% | -11.8% | -0.1% | -11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling