+582.4%
UL vs WCC
+1,591.2%
-1,008.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.4% | -1.4% |
| 7D | -1.7% | +3.3% | -5.0% | -2.2% |
| 30D | +4.5% | -9.4% | +13.9% | +5.2% |
| 3M | +5.5% | -10.5% | +16.0% | +6.1% |
| 6M | +17.0% | -10.4% | +27.4% | +17.1% |
| YTD | +3.2% | +34.4% | -31.2% | -1.7% |
| 1Y | -1.9% | +27.7% | -29.5% | -6.1% |
| 3Y | +33.6% | +137.9% | -104.4% | +15.5% |
| 5Y | +31.5% | +147.0% | -115.5% | +10.6% |
| 10Y | +103.9% | +442.5% | -338.6% | +46.1% |
| All | +582.4% | +1,591.2% | -1,008.8% | +297.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling