+66.1%
T vs WCC
+229.6%
-163.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.4% |
| 7D | -1.5% | +8.5% | -10.0% | -1.9% |
| 30D | +7.6% | -1.0% | +8.6% | +7.6% |
| 3M | +15.3% | +2.1% | +13.2% | +15.0% |
| 6M | -8.5% | +36.8% | -45.3% | -10.5% |
| YTD | +6.8% | +47.7% | -41.0% | +3.7% |
| 1Y | -7.2% | +66.5% | -73.8% | -10.8% |
| 3Y | +108.2% | +134.2% | -25.9% | +89.2% |
| 5Y | +66.1% | +231.6% | -165.6% | +37.4% |
| All | +66.1% | +229.6% | -163.6% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling