+89.0%
IT vs WCC
+539.2%
-450.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | -9.1% | +6.8% | -15.9% | -10.7% |
| 30D | -12.2% | -3.0% | -9.1% | -11.8% |
| 3M | +7.8% | +0.2% | +7.6% | +6.1% |
| 6M | +2.0% | +33.2% | -31.2% | -8.8% |
| YTD | -32.7% | +45.8% | -78.6% | -41.8% |
| 1Y | -31.1% | +68.4% | -99.5% | -43.2% |
| 3Y | -52.1% | +131.1% | -183.2% | -66.0% |
| 5Y | -46.3% | +225.6% | -271.9% | -67.3% |
| All | +89.0% | +539.2% | -450.3% | -23.5% |
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