+2,126.2%
RL vs WCC
+1,412.6%
+713.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.5% | -2.0% |
| 7D | -4.2% | -14.7% | +10.5% | +0.1% |
| 30D | +4.3% | -20.1% | +24.3% | +10.8% |
| 3M | -4.6% | -21.2% | +16.6% | +1.4% |
| 6M | +1.7% | -19.2% | +20.9% | +6.4% |
| YTD | +7.3% | +20.2% | -12.9% | -1.1% |
| 1Y | +20.8% | +14.5% | +6.3% | +12.8% |
| 3Y | +247.0% | +115.1% | +131.8% | +158.2% |
| 5Y | +225.5% | +121.5% | +104.0% | +133.1% |
| 10Y | +363.0% | +468.1% | -105.1% | +136.0% |
| All | +2,126.2% | +1,412.6% | +713.6% | +682.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling