+194.9%
SO vs WCC
+460.5%
-265.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.1% | -9.9% | +9.8% | +0.6% |
| 30D | +8.7% | -13.4% | +22.1% | +9.7% |
| 3M | +3.4% | -13.5% | +16.8% | +4.2% |
| 6M | +3.7% | -10.6% | +14.3% | +4.0% |
| YTD | +10.0% | +30.1% | -20.0% | +6.3% |
| 1Y | +6.6% | +22.3% | -15.7% | +3.4% |
| 3Y | +52.5% | +130.3% | -77.8% | +35.1% |
| 5Y | +76.1% | +144.5% | -68.5% | +51.0% |
| 10Y | +194.9% | +431.8% | -237.0% | +98.8% |
| All | +194.9% | +460.5% | -265.6% | +98.8% |
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