+431.8%
WCC vs DAR
+269.9%
+161.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.0% |
| 7D | -9.9% | -3.8% | -6.1% | -7.8% |
| 30D | -13.4% | -14.4% | +1.0% | -5.8% |
| 3M | -13.5% | -17.9% | +4.4% | -4.9% |
| 6M | -10.6% | -18.3% | +7.7% | -2.2% |
| YTD | +30.1% | +43.2% | -13.2% | +3.8% |
| 1Y | +22.3% | +57.7% | -35.4% | -8.0% |
| 3Y | +130.3% | +22.7% | +107.5% | +83.9% |
| 5Y | +144.5% | -34.0% | +178.5% | +170.1% |
| 10Y | +431.8% | +279.5% | +152.4% | +91.3% |
| All | +431.8% | +269.9% | +161.9% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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