+6.9%
TLT vs WCC
+110.7%
-103.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | +0.1% | -14.7% | +14.8% | +0.4% |
| 30D | +6.2% | -20.1% | +26.2% | +6.6% |
| 3M | +0.1% | -21.2% | +21.2% | +0.5% |
| 6M | -3.0% | -19.2% | +16.2% | -2.7% |
| YTD | -2.7% | +20.2% | -23.0% | -3.4% |
| 1Y | -4.8% | +14.5% | -19.3% | -5.4% |
| 3Y | +6.9% | +115.1% | -108.2% | +0.3% |
| All | +6.9% | +110.7% | -103.8% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling