+6.0%
LOW vs WCC
+211.6%
-205.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.2% |
| 7D | -2.6% | +1.7% | -4.3% | -3.0% |
| 30D | -11.1% | -6.1% | -5.1% | -10.0% |
| 3M | -8.5% | +3.1% | -11.6% | -10.0% |
| 6M | -20.8% | +28.2% | -49.1% | -26.7% |
| YTD | -17.2% | +41.1% | -58.3% | -25.5% |
| 1Y | -24.7% | +61.3% | -86.0% | -35.0% |
| 3Y | -9.7% | +123.6% | -133.4% | -32.3% |
| 5Y | +6.0% | +214.8% | -208.8% | -31.9% |
| All | +6.0% | +211.6% | -205.6% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling