+662.0%
PBR vs WCC
+541.6%
+120.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.6% | -2.2% |
| 7D | +5.4% | +1.5% | +3.8% | +4.7% |
| 30D | +22.9% | -2.1% | +25.0% | +23.3% |
| 3M | +19.6% | +3.8% | +15.8% | +16.4% |
| 6M | +16.5% | +35.0% | -18.5% | +0.9% |
| YTD | +86.7% | +46.4% | +40.3% | +55.2% |
| 1Y | +74.7% | +63.0% | +11.7% | +37.4% |
| 3Y | +102.6% | +133.9% | -31.4% | +23.3% |
| 5Y | +566.6% | +226.5% | +340.1% | +201.7% |
| All | +662.0% | +541.6% | +120.4% | +74.2% |
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