+887.2%
ITOT vs WCC
+3,070.1%
-2,182.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.3% |
| 7D | -2.0% | +1.7% | -3.7% | -2.6% |
| 30D | -2.0% | -6.1% | +4.1% | -0.5% |
| 3M | +4.5% | +3.1% | +1.5% | +2.8% |
| 6M | +12.6% | +28.2% | -15.6% | +3.3% |
| YTD | +12.0% | +41.1% | -29.1% | -0.5% |
| 1Y | +17.3% | +61.3% | -44.0% | -0.3% |
| 3Y | +75.2% | +123.6% | -48.4% | +28.7% |
| 5Y | +74.0% | +214.8% | -140.8% | +10.3% |
| 10Y | +298.6% | +513.6% | -215.0% | +83.0% |
| All | +887.2% | +3,070.1% | -2,182.9% | +198.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling