+417.7%
WCC vs NWSA
+148.1%
+269.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.3% | -3.4% |
| 7D | +9.9% | +2.2% | +7.7% | +8.4% |
| 30D | -8.4% | -8.8% | +0.3% | -3.7% |
| 3M | -10.3% | -6.5% | -3.8% | -8.0% |
| 6M | -10.5% | +1.5% | -12.0% | -15.0% |
| YTD | +32.2% | +4.0% | +28.1% | +21.2% |
| 1Y | +25.5% | +3.4% | +22.1% | +15.5% |
| 3Y | +134.7% | +34.8% | +99.8% | +79.4% |
| 5Y | +139.9% | +18.4% | +121.6% | +95.8% |
| All | +417.7% | +148.1% | +269.5% | +136.7% |
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