+13.6%
RL vs WCC
+64.4%
-50.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.8% |
| 7D | +1.9% | +8.5% | -6.6% | -0.3% |
| 30D | -12.2% | -1.0% | -11.2% | -12.2% |
| 3M | -6.6% | +2.1% | -8.8% | -7.8% |
| 6M | +3.2% | +36.8% | -33.7% | -7.3% |
| YTD | -1.3% | +47.7% | -49.0% | -13.1% |
| 1Y | +13.6% | +66.5% | -52.9% | -2.6% |
| All | +13.6% | +64.4% | -50.8% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling