-4.3%
M vs WCC
+460.5%
-464.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +5.0% | -9.9% | +15.0% | +9.6% |
| 30D | +10.6% | -13.4% | +24.0% | +16.8% |
| 3M | +1.6% | -13.5% | +15.1% | +6.5% |
| 6M | +30.8% | -10.6% | +41.4% | +32.8% |
| YTD | +16.9% | +30.1% | -13.2% | -3.7% |
| 1Y | +26.3% | +22.3% | +3.9% | +7.2% |
| 3Y | +158.6% | +130.3% | +28.3% | +43.7% |
| 5Y | +2.1% | +144.5% | -142.4% | -48.3% |
| 10Y | -4.3% | +431.8% | -436.2% | -75.7% |
| All | -4.3% | +460.5% | -464.9% | -75.7% |
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