+530.2%
WCC vs BG
+166.7%
+363.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.5% | +4.6% |
| 7D | +1.5% | +3.1% | -1.6% | -0.1% |
| 30D | -2.1% | +10.2% | -12.4% | -7.4% |
| 3M | +3.8% | -1.7% | +5.5% | +3.6% |
| 6M | +35.0% | +1.0% | +34.0% | +31.6% |
| YTD | +46.4% | +39.9% | +6.4% | +19.2% |
| 1Y | +63.0% | +53.2% | +9.8% | +24.7% |
| 3Y | +133.9% | +16.3% | +117.7% | +103.4% |
| 5Y | +226.5% | +83.9% | +142.7% | +105.2% |
| All | +530.2% | +166.7% | +363.5% | +185.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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