+426.4%
WCC vs USFR
+28.5%
+397.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +14.2% | +0.1% | +14.2% | +14.2% |
| 30D | -9.8% | +0.4% | -10.2% | -10.1% |
| 3M | -10.1% | +1.0% | -11.2% | -10.8% |
| 6M | -9.4% | +2.0% | -11.4% | -10.8% |
| YTD | +34.4% | +3.4% | +31.0% | +30.9% |
| 1Y | +23.3% | +4.1% | +19.2% | +19.4% |
| 3Y | +137.9% | +14.4% | +123.5% | +109.6% |
| 5Y | +144.0% | +21.4% | +122.6% | +97.3% |
| All | +426.4% | +28.5% | +397.9% | +321.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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