-24.7%
LDOS vs WCC
+61.8%
-86.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.3% | +0.2% |
| 7D | -5.4% | +4.5% | -9.9% | -5.7% |
| 30D | +4.9% | -5.8% | +10.7% | +5.3% |
| 3M | +7.2% | -3.7% | +10.8% | +7.7% |
| 6M | -24.2% | +23.1% | -47.3% | -26.2% |
| YTD | -25.8% | +44.2% | -70.0% | -30.6% |
| 1Y | -24.7% | +62.1% | -86.8% | -32.3% |
| All | -24.7% | +61.8% | -86.5% | -32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling