-22.7%
U vs WCC
+640.4%
-663.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.7% | +6.9% | +6.0% |
| 7D | +2.6% | +9.9% | -7.4% | -1.9% |
| 30D | +27.6% | -8.4% | +36.0% | +30.1% |
| 3M | +15.3% | -10.3% | +25.7% | +18.1% |
| 6M | +96.4% | -10.5% | +106.9% | +98.2% |
| YTD | +19.6% | +32.2% | -12.6% | -4.1% |
| 1Y | +42.1% | +25.5% | +16.6% | +17.0% |
| 3Y | +87.5% | +134.7% | -47.2% | +4.9% |
| 5Y | -73.1% | +139.9% | -213.1% | -85.9% |
| All | -22.7% | +640.4% | -663.2% | -63.1% |
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