+45.2%
PL vs WCC
+258.6%
-213.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +8.1% | +6.4% | +10.1% |
| 7D | +10.9% | -5.7% | +16.6% | +14.9% |
| 30D | -16.4% | -13.5% | -2.9% | -9.3% |
| 3M | -39.9% | -12.9% | -27.1% | -35.4% |
| 6M | -63.2% | -10.7% | -52.5% | -61.0% |
| YTD | -27.1% | +30.0% | -57.1% | -37.2% |
| 1Y | +12.2% | +24.7% | -12.5% | -1.4% |
| 3Y | +584.3% | +136.6% | +447.7% | +336.6% |
| 5Y | +37.0% | +143.9% | -106.9% | -20.4% |
| All | +45.2% | +258.6% | -213.5% | -15.8% |
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