-47.6%
S vs WCC
+236.2%
-283.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | 0.0% | -6.3% | -6.3% |
| 7D | +4.1% | +14.2% | -10.2% | -1.0% |
| 30D | -7.2% | -9.8% | +2.7% | -3.9% |
| 3M | 0.0% | -10.1% | +10.1% | +2.7% |
| 6M | +41.6% | -9.4% | +51.0% | +43.0% |
| YTD | +48.6% | +34.4% | +14.2% | +23.3% |
| 1Y | +30.0% | +23.3% | +6.8% | +11.9% |
| 3Y | +42.2% | +137.9% | -95.8% | -15.9% |
| 5Y | -70.8% | +144.0% | -214.8% | -85.3% |
| All | -47.6% | +236.2% | -283.8% | -73.5% |
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