+184.4%
SW vs WCC
+460.5%
-276.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +2.2% | -9.9% | +12.1% | +3.7% |
| 30D | +7.4% | -13.4% | +20.8% | +9.5% |
| 3M | -5.9% | -13.5% | +7.5% | -4.3% |
| 6M | +9.0% | -10.6% | +19.6% | +10.0% |
| YTD | +18.1% | +30.1% | -12.0% | +11.8% |
| 1Y | +28.7% | +22.3% | +6.3% | +22.9% |
| 3Y | +48.8% | +130.3% | -81.5% | +27.6% |
| 5Y | +2.5% | +144.5% | -142.1% | -14.8% |
| 10Y | +184.4% | +431.8% | -247.4% | +135.8% |
| All | +184.4% | +460.5% | -276.1% | +135.8% |
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