+107.3%
PR vs WCC
+471.3%
-364.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -3.6% |
| 7D | +2.9% | +4.5% | -1.6% | +0.4% |
| 30D | +18.0% | -5.8% | +23.8% | +21.1% |
| 3M | +16.9% | -3.7% | +20.5% | +16.2% |
| 6M | +28.2% | +23.1% | +5.2% | +7.7% |
| YTD | +69.3% | +44.2% | +25.2% | +28.6% |
| 1Y | +69.5% | +62.1% | +7.4% | +18.2% |
| 3Y | +81.7% | +121.1% | -39.4% | -6.4% |
| 5Y | +422.2% | +214.0% | +208.3% | +91.9% |
| All | +107.3% | +471.3% | -364.1% | -48.6% |
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