+62.5%
T vs WCC
+431.3%
-368.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | +2.5% | +9.9% | -7.4% | +1.3% |
| 30D | -3.8% | -8.4% | +4.7% | -3.1% |
| 3M | -8.7% | -10.3% | +1.6% | -8.2% |
| 6M | -8.1% | -10.5% | +2.4% | -7.9% |
| YTD | -6.4% | +32.2% | -38.6% | -11.8% |
| 1Y | -9.8% | +25.5% | -35.3% | -14.4% |
| 3Y | +65.5% | +134.7% | -69.2% | +36.2% |
| 5Y | +57.0% | +139.9% | -83.0% | +23.6% |
| All | +62.5% | +431.3% | -368.8% | -0.9% |
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