-33.7%
TLT vs WCC
+229.6%
-263.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | 0.0% |
| 7D | +0.4% | +8.5% | -8.1% | +0.3% |
| 30D | -0.3% | -1.0% | +0.7% | -0.3% |
| 3M | -1.7% | +2.1% | -3.8% | -1.8% |
| 6M | -4.9% | +36.8% | -41.7% | -5.1% |
| YTD | -2.8% | +47.7% | -50.5% | -3.1% |
| 1Y | -4.2% | +66.5% | -70.7% | -4.5% |
| 3Y | -1.1% | +134.2% | -135.3% | -1.7% |
| 5Y | -33.7% | +231.6% | -265.4% | -32.2% |
| All | -33.7% | +229.6% | -263.4% | -32.2% |
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