+642.9%
WDC vs WCC
+431.3%
+211.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.7% | -3.3% | -4.1% |
| 7D | +12.1% | +9.9% | +2.1% | +6.8% |
| 30D | -18.8% | -8.4% | -10.4% | -14.0% |
| 3M | -39.3% | -10.3% | -29.0% | -35.2% |
| 6M | -40.1% | -10.5% | -29.7% | -35.3% |
| YTD | +71.8% | +32.2% | +39.6% | +54.0% |
| 1Y | +88.5% | +25.5% | +62.9% | +73.3% |
| 3Y | +770.0% | +134.7% | +635.3% | +452.1% |
| 5Y | +549.0% | +139.9% | +409.1% | +278.8% |
| All | +642.9% | +431.3% | +211.5% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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