+66.9%
T vs WCC
+518.6%
-451.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +2.0% |
| 7D | -2.4% | +1.7% | -4.1% | -2.7% |
| 30D | +4.3% | -6.1% | +10.3% | +5.0% |
| 3M | +11.6% | +3.1% | +8.5% | +10.5% |
| 6M | -5.6% | +28.2% | -33.8% | -9.6% |
| YTD | +6.6% | +41.1% | -34.5% | +0.4% |
| 1Y | -8.4% | +61.3% | -69.7% | -15.7% |
| 3Y | +107.8% | +123.6% | -15.8% | +74.5% |
| 5Y | +68.3% | +214.8% | -146.5% | +27.2% |
| All | +66.9% | +518.6% | -451.6% | -0.4% |
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