-40.7%
WU vs WCC
+518.6%
-559.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.1% |
| 7D | -5.0% | +1.7% | -6.6% | -5.3% |
| 30D | -2.3% | -6.1% | +3.8% | -1.3% |
| 3M | -3.2% | +3.1% | -6.3% | -4.6% |
| 6M | -25.0% | +28.2% | -53.3% | -30.0% |
| YTD | -21.7% | +41.1% | -62.7% | -28.6% |
| 1Y | -9.0% | +61.3% | -70.2% | -19.8% |
| 3Y | -28.9% | +123.6% | -152.5% | -44.4% |
| 5Y | -51.0% | +214.8% | -265.8% | -66.3% |
| All | -40.7% | +518.6% | -559.3% | -69.2% |
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