+376.3%
PSX vs WCC
+518.6%
-142.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | +0.2% |
| 7D | +1.5% | +1.7% | -0.2% | +0.9% |
| 30D | +15.8% | -6.1% | +21.9% | +17.9% |
| 3M | +43.0% | +3.1% | +39.9% | +39.7% |
| 6M | +61.1% | +28.2% | +32.9% | +43.3% |
| YTD | +104.5% | +41.1% | +63.4% | +75.1% |
| 1Y | +102.5% | +61.3% | +41.2% | +63.8% |
| 3Y | +133.5% | +123.6% | +9.8% | +57.2% |
| 5Y | +367.0% | +214.8% | +152.2% | +154.0% |
| All | +376.3% | +518.6% | -142.2% | +61.5% |
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