+58.8%
T vs WCC
+460.5%
-401.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | +2.6% | -9.9% | +12.5% | +3.7% |
| 30D | -1.1% | -13.4% | +12.3% | +0.3% |
| 3M | -7.7% | -13.5% | +5.7% | -6.7% |
| 6M | -10.6% | -10.6% | 0.0% | -10.5% |
| YTD | -7.5% | +30.1% | -37.5% | -12.6% |
| 1Y | -7.4% | +22.3% | -29.7% | -11.9% |
| 3Y | +63.1% | +130.3% | -67.2% | +34.6% |
| 5Y | +55.2% | +144.5% | -89.3% | +21.7% |
| 10Y | +58.8% | +431.8% | -373.0% | -1.7% |
| All | +58.8% | +460.5% | -401.7% | -1.7% |
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