+507.5%
WCC vs FIVE
+483.6%
+23.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.9% | -2.3% |
| 7D | +1.7% | +0.6% | +1.1% | +1.5% |
| 30D | -6.1% | +3.0% | -9.1% | -7.4% |
| 3M | +3.1% | +23.2% | -20.1% | -5.9% |
| 6M | +28.2% | +9.2% | +19.1% | +21.6% |
| YTD | +41.1% | +28.1% | +13.0% | +25.3% |
| 1Y | +61.3% | +65.3% | -4.0% | +28.2% |
| 3Y | +123.6% | +49.4% | +74.2% | +68.6% |
| 5Y | +214.8% | +29.5% | +185.3% | +139.5% |
| All | +507.5% | +483.6% | +23.9% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FIVE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling