+507.5%
WCC vs NWSA
+148.8%
+358.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.5% | -2.7% |
| 7D | +1.7% | -4.8% | +6.4% | +4.9% |
| 30D | -6.1% | +3.0% | -9.0% | -8.2% |
| 3M | +3.1% | +9.3% | -6.2% | -4.9% |
| 6M | +28.2% | +23.2% | +5.0% | +8.0% |
| YTD | +41.1% | +13.3% | +27.8% | +24.2% |
| 1Y | +61.3% | +2.9% | +58.4% | +51.2% |
| 3Y | +123.6% | +43.3% | +80.3% | +66.7% |
| 5Y | +214.8% | +40.9% | +173.9% | +131.0% |
| All | +507.5% | +148.8% | +358.7% | +179.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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