+527.9%
WCC vs FIVE
+497.8%
+30.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.2% |
| 7D | +6.8% | +1.7% | +5.1% | +6.1% |
| 30D | -3.0% | +5.0% | -8.0% | -5.2% |
| 3M | +0.2% | +29.5% | -29.3% | -10.4% |
| 6M | +33.2% | +12.4% | +20.7% | +24.8% |
| YTD | +45.8% | +31.2% | +14.6% | +28.2% |
| 1Y | +68.4% | +72.9% | -4.5% | +31.4% |
| 3Y | +131.1% | +53.0% | +78.1% | +72.6% |
| 5Y | +225.6% | +34.2% | +191.4% | +144.0% |
| All | +527.9% | +497.8% | +30.1% | +157.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling