+0.5%
M vs WCC
+492.1%
-491.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +8.1% | 0.0% | +4.2% |
| 7D | +2.5% | -5.7% | +8.2% | +4.5% |
| 30D | +10.1% | -13.5% | +23.5% | +16.3% |
| 3M | -0.9% | -12.9% | +11.9% | +3.5% |
| 6M | +30.2% | -10.7% | +40.8% | +32.1% |
| YTD | +16.3% | +30.0% | -13.7% | -4.2% |
| 1Y | +27.0% | +24.7% | +2.3% | +6.7% |
| 3Y | +154.5% | +136.6% | +17.9% | +39.2% |
| 5Y | -1.1% | +143.9% | -145.0% | -49.9% |
| 10Y | +0.5% | +465.9% | -465.4% | -75.8% |
| All | +0.5% | +492.1% | -491.6% | -75.8% |
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