+227.1%
LOW vs WCC
+518.6%
-291.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | 0.0% |
| 7D | -2.6% | +1.7% | -4.3% | -3.2% |
| 30D | -11.1% | -6.1% | -5.1% | -9.7% |
| 3M | -8.5% | +3.1% | -11.6% | -10.4% |
| 6M | -20.8% | +28.2% | -49.1% | -28.1% |
| YTD | -17.2% | +41.1% | -58.3% | -27.4% |
| 1Y | -24.7% | +61.3% | -86.0% | -37.3% |
| 3Y | -9.7% | +123.6% | -133.4% | -36.5% |
| 5Y | +6.0% | +214.8% | -208.8% | -37.8% |
| All | +227.1% | +518.6% | -291.4% | +24.8% |
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