-7.0%
TLT vs WCC
+22.3%
-29.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.4% |
| 7D | -3.1% | +9.9% | -13.0% | -3.3% |
| 30D | +1.0% | -8.4% | +9.5% | +1.2% |
| 3M | -2.7% | -10.3% | +7.6% | -2.6% |
| 6M | -4.1% | -10.5% | +6.3% | -4.2% |
| YTD | -5.4% | +32.2% | -37.5% | -7.5% |
| 1Y | -7.0% | +25.5% | -32.5% | -8.8% |
| All | -7.0% | +22.3% | -29.3% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling