+213.6%
RF vs WCC
+431.3%
-217.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +2.0% |
| 7D | +1.9% | +9.9% | -8.0% | -2.5% |
| 30D | +7.3% | -8.4% | +15.8% | +10.1% |
| 3M | -7.9% | -10.3% | +2.4% | -5.5% |
| 6M | +10.5% | -10.5% | +21.0% | +11.4% |
| YTD | +9.6% | +32.2% | -22.5% | -10.2% |
| 1Y | +20.3% | +25.5% | -5.2% | +0.8% |
| 3Y | +119.5% | +134.7% | -15.2% | +22.8% |
| 5Y | +48.2% | +139.9% | -91.7% | -24.9% |
| All | +213.6% | +431.3% | -217.7% | -21.0% |
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