+192.7%
EXC vs WCC
+440.3%
-247.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | +14.2% | -16.2% | -3.8% |
| 30D | +7.8% | -9.8% | +17.6% | +8.8% |
| 3M | +1.9% | -10.1% | +12.0% | +2.7% |
| 6M | +3.4% | -9.4% | +12.8% | +3.6% |
| YTD | +7.6% | +34.4% | -26.8% | +0.6% |
| 1Y | +2.1% | +23.3% | -21.2% | -3.4% |
| 3Y | +29.6% | +137.9% | -108.3% | +3.7% |
| 5Y | +39.5% | +144.0% | -104.5% | +6.2% |
| All | +192.7% | +440.3% | -247.6% | +47.5% |
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 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