+81.0%
F vs WCC
+492.1%
-411.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.1% | -7.5% | -2.5% |
| 7D | -0.6% | -5.7% | +5.1% | +0.8% |
| 30D | +2.9% | -13.5% | +16.3% | +7.5% |
| 3M | -9.5% | -12.9% | +3.4% | -6.2% |
| 6M | +4.0% | -10.7% | +14.7% | +5.4% |
| YTD | -1.3% | +30.0% | -31.3% | -15.5% |
| 1Y | -1.9% | +24.7% | -26.6% | -14.8% |
| 3Y | +53.5% | +136.6% | -83.1% | -6.6% |
| 5Y | -15.1% | +143.9% | -159.1% | -51.7% |
| 10Y | +81.0% | +465.9% | -384.9% | -42.7% |
| All | +81.0% | +492.1% | -411.1% | -42.7% |
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