+1,677.1%
PLTR vs WCC
+648.6%
+1,028.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -3.8% | -9.9% | +6.2% | +0.6% |
| 30D | -19.2% | -13.4% | -5.8% | -14.3% |
| 3M | -3.7% | -13.5% | +9.8% | +1.5% |
| 6M | +22.5% | -10.6% | +33.1% | +24.8% |
| YTD | -5.0% | +30.1% | -35.1% | -21.3% |
| 1Y | -12.8% | +22.3% | -35.1% | -25.5% |
| 3Y | +758.3% | +130.3% | +628.0% | +399.8% |
| 5Y | +649.6% | +144.5% | +505.1% | +315.4% |
| All | +1,677.1% | +648.6% | +1,028.5% | +631.1% |
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 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