+90.0%
IT vs WCC
+518.6%
-428.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +1.4% |
| 7D | -12.7% | +1.7% | -14.4% | -13.2% |
| 30D | -8.9% | -6.1% | -2.8% | -7.8% |
| 3M | +10.1% | +3.1% | +7.1% | +7.5% |
| 6M | +7.3% | +28.2% | -21.0% | -3.1% |
| YTD | -32.4% | +41.1% | -73.5% | -41.0% |
| 1Y | -26.6% | +61.3% | -87.9% | -38.9% |
| 3Y | -51.8% | +123.6% | -175.5% | -65.6% |
| 5Y | -45.6% | +214.8% | -260.4% | -66.6% |
| All | +90.0% | +518.6% | -428.6% | -22.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling