+649.0%
P vs WCC
+440.3%
+208.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +17.8% | +14.2% | +3.6% | +11.1% |
| 30D | -29.9% | -9.8% | -20.0% | -26.0% |
| 3M | -1.2% | -10.1% | +9.0% | +4.2% |
| 6M | +32.1% | -9.4% | +41.5% | +39.0% |
| YTD | +64.3% | +34.4% | +29.9% | +45.2% |
| 1Y | +24.3% | +23.3% | +1.0% | +13.7% |
| 3Y | +203.2% | +137.9% | +65.3% | +102.1% |
| 5Y | +290.4% | +144.0% | +146.5% | +141.1% |
| All | +649.0% | +440.3% | +208.7% | +179.3% |
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