+193.4%
NI vs WCC
+431.3%
-237.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | +4.3% | +9.9% | -5.6% | +3.0% |
| 30D | +12.4% | -8.4% | +20.8% | +13.3% |
| 3M | +10.2% | -10.3% | +20.5% | +11.2% |
| 6M | -0.8% | -10.5% | +9.7% | -0.3% |
| YTD | +13.2% | +32.2% | -18.9% | +7.4% |
| 1Y | +10.1% | +25.5% | -15.5% | +5.1% |
| 3Y | +103.1% | +134.7% | -31.6% | +72.0% |
| 5Y | +115.5% | +139.9% | -24.4% | +76.6% |
| All | +193.4% | +431.3% | -237.9% | +79.2% |
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