+311.2%
TPR vs WCC
+509.2%
-198.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.5% | -6.2% | -4.9% |
| 7D | -3.4% | +8.5% | -11.9% | -7.1% |
| 30D | -27.3% | -1.0% | -26.3% | -27.3% |
| 3M | -16.2% | +2.1% | -18.3% | -18.5% |
| 6M | -17.9% | +36.8% | -54.7% | -31.1% |
| YTD | -7.1% | +47.7% | -54.8% | -25.3% |
| 1Y | +13.6% | +66.5% | -52.9% | -14.8% |
| 3Y | +293.7% | +134.2% | +159.6% | +130.4% |
| 5Y | +239.1% | +231.6% | +7.5% | +54.0% |
| 10Y | +311.2% | +508.1% | -196.9% | +5.3% |
| All | +311.2% | +509.2% | -198.0% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling