+107.5%
UL vs WCC
+440.3%
-332.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.5% | +14.2% | -16.7% | -3.5% |
| 30D | +5.7% | -9.8% | +15.5% | +6.2% |
| 3M | +7.0% | -10.1% | +17.1% | +7.4% |
| 6M | +16.1% | -9.4% | +25.5% | +16.1% |
| YTD | +3.6% | +34.4% | -30.8% | -0.4% |
| 1Y | -1.4% | +23.3% | -24.7% | -4.5% |
| 3Y | +34.1% | +137.9% | -103.9% | +18.1% |
| 5Y | +32.0% | +144.0% | -112.0% | +13.0% |
| All | +107.5% | +440.3% | -332.8% | +46.2% |
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