-26.3%
U vs WCC
+628.7%
-655.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | +24.4% | -9.9% | +34.3% | +28.4% |
| 30D | +7.4% | -13.4% | +20.8% | +12.6% |
| 3M | +16.8% | -13.5% | +30.3% | +21.7% |
| 6M | +78.8% | -10.6% | +89.4% | +80.3% |
| YTD | +14.0% | +30.1% | -16.1% | -7.9% |
| 1Y | +16.7% | +22.3% | -5.6% | -2.7% |
| 3Y | +86.4% | +130.3% | -43.9% | +5.2% |
| 5Y | -71.5% | +144.5% | -216.0% | -84.9% |
| All | -26.3% | +628.7% | -655.1% | -64.5% |
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 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