-97.2%
IRE vs WCC
+46.2%
-143.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.1% | -10.6% | -19.0% |
| 7D | -15.5% | -5.7% | -9.8% | +2.3% |
| 30D | -70.4% | -13.5% | -56.9% | -56.4% |
| 3M | -81.6% | -12.9% | -68.7% | -72.6% |
| 6M | -94.7% | -10.7% | -84.0% | -91.8% |
| YTD | -91.8% | +30.0% | -121.7% | -92.8% |
| 1Y | -97.6% | +24.7% | -122.3% | -97.7% |
| All | -97.2% | +46.2% | -143.4% | -97.7% |
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