+355.9%
RL vs WCC
+460.5%
-104.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +1.3% | -9.9% | +11.2% | +5.1% |
| 30D | +7.6% | -13.4% | +21.0% | +12.9% |
| 3M | -1.5% | -13.5% | +12.0% | +2.6% |
| 6M | +12.1% | -10.6% | +22.7% | +14.0% |
| YTD | +13.9% | +30.1% | -16.2% | -1.6% |
| 1Y | +20.7% | +22.3% | -1.7% | +6.6% |
| 3Y | +260.6% | +130.3% | +130.3% | +130.9% |
| 5Y | +248.9% | +144.5% | +104.3% | +105.5% |
| 10Y | +355.9% | +431.8% | -75.9% | +70.9% |
| All | +355.9% | +460.5% | -104.6% | +70.9% |
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