+63.3%
UL vs WCC
+518.6%
-455.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.9% | -1.1% |
| 7D | -4.1% | +1.7% | -5.7% | -4.2% |
| 30D | -1.2% | -6.1% | +4.9% | -0.8% |
| 3M | +6.0% | +3.1% | +2.9% | +5.3% |
| 6M | -5.5% | +28.2% | -33.7% | -8.1% |
| YTD | -3.3% | +41.1% | -44.4% | -7.0% |
| 1Y | -9.8% | +61.3% | -71.1% | -14.5% |
| 3Y | +20.1% | +123.6% | -103.5% | +7.4% |
| 5Y | +19.2% | +214.8% | -195.6% | -0.1% |
| All | +63.3% | +518.6% | -455.2% | +14.3% |
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