+155.9%
SO vs WCC
+509.2%
-353.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.8% |
| 7D | +1.0% | +8.5% | -7.5% | +0.3% |
| 30D | -3.2% | -1.0% | -2.2% | -3.2% |
| 3M | -1.7% | +2.1% | -3.8% | -2.2% |
| 6M | -7.2% | +36.8% | -44.0% | -10.2% |
| YTD | +4.6% | +47.7% | -43.2% | +0.3% |
| 1Y | +1.2% | +66.5% | -65.3% | -4.2% |
| 3Y | +45.3% | +134.2% | -88.9% | +29.5% |
| 5Y | +58.7% | +231.6% | -172.9% | +32.3% |
| 10Y | +155.9% | +508.1% | -352.3% | +70.6% |
| All | +155.9% | +509.2% | -353.3% | +70.6% |
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 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