+1,668.3%
PLTR vs WCC
+660.6%
+1,007.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.4% |
| 7D | +4.7% | +9.9% | -5.2% | +0.4% |
| 30D | -16.4% | -8.4% | -8.0% | -13.4% |
| 3M | -6.2% | -10.3% | +4.2% | -2.6% |
| 6M | +29.2% | -10.5% | +39.7% | +31.6% |
| YTD | -5.5% | +32.2% | -37.7% | -22.2% |
| 1Y | -2.4% | +25.5% | -27.9% | -17.6% |
| 3Y | +752.3% | +134.7% | +617.6% | +392.1% |
| 5Y | +635.8% | +139.9% | +495.9% | +306.9% |
| All | +1,668.3% | +660.6% | +1,007.7% | +622.4% |
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