+2,320.0%
LOW vs WCC
+1,563.0%
+756.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | +1.4% | +9.9% | -8.5% | -1.0% |
| 30D | +21.7% | -8.4% | +30.1% | +23.3% |
| 3M | +5.0% | -10.3% | +15.4% | +6.4% |
| 6M | +4.6% | -10.5% | +15.1% | +5.1% |
| YTD | -3.5% | +32.2% | -35.7% | -12.7% |
| 1Y | +0.5% | +25.5% | -25.0% | -8.0% |
| 3Y | +24.8% | +134.7% | -109.9% | -7.0% |
| 5Y | +6.5% | +139.9% | -133.5% | -24.0% |
| 10Y | +294.6% | +433.5% | -138.9% | +110.6% |
| All | +2,320.0% | +1,563.0% | +756.9% | +755.6% |
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