+252.1%
INTC vs WCC
+541.6%
-289.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.1% | +1.3% |
| 7D | +7.5% | +1.5% | +5.9% | +7.0% |
| 30D | +2.0% | -2.1% | +4.1% | +2.8% |
| 3M | -12.0% | +3.8% | -15.8% | -12.6% |
| 6M | +114.5% | +35.0% | +79.6% | +95.6% |
| YTD | +179.0% | +46.4% | +132.6% | +148.5% |
| 1Y | +318.3% | +63.0% | +255.3% | +259.0% |
| 3Y | +171.2% | +133.9% | +37.3% | +101.8% |
| 5Y | +107.6% | +226.5% | -119.0% | +34.3% |
| All | +252.1% | +541.6% | -289.5% | +73.5% |
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