-54.3%
S vs WCC
+264.7%
-319.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.5% |
| 7D | -1.2% | +6.8% | -8.0% | -3.8% |
| 30D | -12.6% | -3.0% | -9.5% | -11.8% |
| 3M | +27.6% | +0.2% | +27.4% | +25.6% |
| 6M | +35.5% | +33.2% | +2.3% | +15.8% |
| YTD | +29.6% | +45.8% | -16.2% | +5.3% |
| 1Y | +8.1% | +68.4% | -60.3% | -18.4% |
| 3Y | +14.8% | +131.1% | -116.4% | -30.0% |
| 5Y | -70.6% | +225.6% | -296.2% | -85.7% |
| All | -54.3% | +264.7% | -319.0% | -77.4% |
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