+277.0%
IR vs WCC
+482.9%
-205.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | -1.9% | +6.8% | -8.7% | -4.7% |
| 30D | -15.0% | -3.0% | -12.0% | -14.2% |
| 3M | -0.4% | +0.2% | -0.6% | -1.6% |
| 6M | -15.0% | +33.2% | -48.2% | -26.3% |
| YTD | -7.1% | +45.8% | -52.9% | -22.7% |
| 1Y | -7.5% | +68.4% | -75.9% | -28.4% |
| 3Y | +6.3% | +131.1% | -124.8% | -33.0% |
| 5Y | +37.3% | +225.6% | -188.3% | -31.2% |
| All | +277.0% | +482.9% | -205.8% | +31.2% |
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