+23.9%
UL vs WCC
+137.6%
-113.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.0% |
| 7D | -1.3% | +8.5% | -9.8% | -1.3% |
| 30D | +0.9% | -1.0% | +1.9% | +0.9% |
| 3M | +14.2% | +2.1% | +12.1% | +14.3% |
| 6M | -3.2% | +36.8% | -40.0% | -3.4% |
| YTD | -0.3% | +47.7% | -48.1% | -0.5% |
| 1Y | -8.8% | +66.5% | -75.3% | -8.9% |
| 3Y | +23.9% | +134.2% | -110.3% | +20.7% |
| All | +23.9% | +137.6% | -113.8% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling