+20.6%
UL vs WCC
+228.2%
-207.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.6% |
| 7D | -3.2% | +6.8% | -10.0% | -3.5% |
| 30D | -0.6% | -3.0% | +2.4% | -0.5% |
| 3M | +9.4% | +0.2% | +9.2% | +9.3% |
| 6M | -4.1% | +33.2% | -37.3% | -6.0% |
| YTD | -2.0% | +45.8% | -47.8% | -4.5% |
| 1Y | -9.0% | +68.4% | -77.3% | -12.2% |
| 3Y | +21.8% | +131.1% | -109.3% | +12.0% |
| 5Y | +20.6% | +225.6% | -205.0% | +4.4% |
| All | +20.6% | +228.2% | -207.6% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling