+293.8%
TRV vs WCC
+518.6%
-224.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +1.2% |
| 7D | -1.5% | +1.7% | -3.1% | -1.9% |
| 30D | -1.8% | -6.1% | +4.2% | -0.8% |
| 3M | +21.6% | +3.1% | +18.5% | +19.7% |
| 6M | +22.5% | +28.2% | -5.8% | +13.9% |
| YTD | +28.1% | +41.1% | -12.9% | +16.0% |
| 1Y | +37.0% | +61.3% | -24.3% | +19.5% |
| 3Y | +141.9% | +123.6% | +18.2% | +84.2% |
| 5Y | +158.5% | +214.8% | -56.3% | +67.7% |
| All | +293.8% | +518.6% | -224.7% | +67.0% |
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