+304.8%
RL vs WCC
+506.2%
-201.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.1% | -2.8% |
| 7D | -0.3% | +6.8% | -7.1% | -2.9% |
| 30D | -17.5% | -3.0% | -14.5% | -16.8% |
| 3M | -14.0% | +0.2% | -14.2% | -15.1% |
| 6M | -2.0% | +33.2% | -35.1% | -14.4% |
| YTD | -4.6% | +45.8% | -50.4% | -20.2% |
| 1Y | +9.5% | +68.4% | -58.9% | -14.4% |
| 3Y | +200.5% | +131.1% | +69.3% | +94.6% |
| 5Y | +226.3% | +225.6% | +0.7% | +73.7% |
| 10Y | +304.8% | +534.2% | -229.4% | +42.3% |
| All | +304.8% | +506.2% | -201.4% | +42.3% |
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