+128.4%
TLT vs WCC
+4,897.7%
-4,769.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -0.3% | -9.9% | +9.6% | -0.9% |
| 30D | +3.7% | -13.4% | +17.1% | +2.9% |
| 3M | -0.7% | -13.5% | +12.8% | -1.4% |
| 6M | -4.2% | -10.6% | +6.4% | -4.5% |
| YTD | -4.0% | +30.1% | -34.1% | -1.5% |
| 1Y | -5.8% | +22.3% | -28.2% | -3.8% |
| 3Y | +4.1% | +130.3% | -126.2% | +13.2% |
| 5Y | -34.8% | +144.5% | -179.3% | -27.5% |
| 10Y | -12.3% | +431.8% | -444.2% | +9.3% |
| All | +128.4% | +4,897.7% | -4,769.3% | +259.5% |
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