+11.1%
PL vs WCC
+116.9%
-105.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -9.6% | -0.6% | -4.7% |
| 7D | -20.5% | -21.9% | +1.3% | -8.5% |
| 30D | -38.8% | -25.4% | -13.4% | -27.7% |
| 3M | -49.1% | -23.1% | -26.0% | -41.3% |
| 6M | -69.4% | -18.1% | -51.3% | -65.8% |
| YTD | -42.3% | +17.7% | -60.0% | -48.4% |
| 1Y | -14.2% | +12.4% | -26.6% | -21.3% |
| 3Y | +398.7% | +105.9% | +292.8% | +223.0% |
| 5Y | +11.1% | +116.8% | -105.7% | -40.1% |
| All | +11.1% | +116.9% | -105.7% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling