+357.1%
PSX vs WCC
+453.1%
-96.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.3% | -0.1% | +2.1% |
| 7D | -0.4% | +3.3% | -3.7% | -1.5% |
| 30D | -8.1% | -9.4% | +1.3% | -5.7% |
| 3M | +15.9% | -10.5% | +26.4% | +18.5% |
| 6M | +49.4% | -10.4% | +59.8% | +50.6% |
| YTD | +104.7% | +34.4% | +70.2% | +76.0% |
| 1Y | +89.1% | +27.7% | +61.4% | +65.2% |
| 3Y | +151.7% | +137.9% | +13.8% | +63.9% |
| 5Y | +298.3% | +147.0% | +151.3% | +136.6% |
| 10Y | +357.1% | +442.5% | -85.4% | +56.2% |
| All | +357.1% | +453.1% | -96.1% | +56.2% |
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