+131.2%
TLT vs WCC
+5,438.1%
-5,306.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | +0.4% |
| 7D | -0.4% | +4.5% | -4.9% | -0.1% |
| 30D | -0.6% | -5.8% | +5.2% | -0.9% |
| 3M | -2.7% | -3.7% | +0.9% | -2.8% |
| 6M | -5.6% | +23.1% | -28.7% | -3.9% |
| YTD | -2.8% | +44.2% | -46.9% | +0.2% |
| 1Y | -1.4% | +62.1% | -63.5% | +2.6% |
| 3Y | -1.6% | +121.1% | -122.7% | +6.3% |
| 5Y | -33.8% | +214.0% | -247.8% | -25.0% |
| 10Y | -21.1% | +472.8% | -493.9% | -1.3% |
| All | +131.2% | +5,438.1% | -5,306.9% | +265.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling