+1,970.3%
RL vs WCC
+1,713.7%
+256.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.9% | -1.8% | +0.9% |
| 7D | -0.8% | +4.5% | -5.3% | -2.1% |
| 30D | -7.8% | -5.8% | -2.0% | -6.3% |
| 3M | -4.0% | -3.7% | -0.3% | -3.8% |
| 6M | -1.9% | +23.1% | -24.9% | -9.0% |
| YTD | -0.2% | +44.2% | -44.3% | -12.2% |
| 1Y | +10.7% | +62.1% | -51.4% | -6.6% |
| 3Y | +210.8% | +121.1% | +89.6% | +130.6% |
| 5Y | +238.2% | +214.0% | +24.3% | +120.5% |
| 10Y | +313.4% | +472.8% | -159.4% | +109.9% |
| All | +1,970.3% | +1,713.7% | +256.6% | +594.6% |
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 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