+26.4%
WCC vs PSLV
+7.9%
+18.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +6.0% | -15.9% | -11.1% |
| 7D | -8.8% | -2.6% | -6.1% | -8.4% |
| 30D | -16.0% | -14.2% | -1.9% | -13.3% |
| 3M | -15.2% | -12.2% | -3.0% | -12.8% |
| 6M | -8.4% | -28.1% | +19.7% | -2.9% |
| YTD | +30.1% | -28.2% | +58.3% | +27.2% |
| 1Y | +26.4% | +9.1% | +17.3% | +2.4% |
| All | +26.4% | +7.9% | +18.6% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling