-44.9%
S vs WCC
+225.4%
-270.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.4% | -9.9% | +11.3% | +5.2% |
| 30D | -10.8% | -13.4% | +2.6% | -6.3% |
| 3M | +5.4% | -13.5% | +18.9% | +9.9% |
| 6M | +41.2% | -10.6% | +51.8% | +43.2% |
| YTD | +56.2% | +30.1% | +26.1% | +31.2% |
| 1Y | +36.3% | +22.3% | +14.0% | +17.3% |
| 3Y | +49.4% | +130.3% | -80.8% | -10.4% |
| 5Y | -66.9% | +144.5% | -211.4% | -83.1% |
| All | -44.9% | +225.4% | -270.3% | -71.8% |
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