-12.3%
TLT vs WCC
+460.5%
-472.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -0.3% | -9.9% | +9.6% | -0.6% |
| 30D | +3.7% | -13.4% | +17.1% | +3.3% |
| 3M | -0.7% | -13.5% | +12.8% | -1.0% |
| 6M | -4.2% | -10.6% | +6.4% | -4.4% |
| YTD | -4.0% | +30.1% | -34.1% | -2.7% |
| 1Y | -5.8% | +22.3% | -28.2% | -4.8% |
| 3Y | +4.1% | +130.3% | -126.2% | +9.2% |
| 5Y | -34.8% | +144.5% | -179.3% | -30.2% |
| 10Y | -12.3% | +431.8% | -444.2% | +0.7% |
| All | -12.3% | +460.5% | -472.9% | +0.7% |
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