+4.4%
WY vs WCC
+518.6%
-514.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.6% | -1.5% |
| 7D | -3.7% | +1.7% | -5.3% | -4.3% |
| 30D | -11.3% | -6.1% | -5.2% | -9.7% |
| 3M | -8.1% | +3.1% | -11.2% | -10.4% |
| 6M | -7.4% | +28.2% | -35.7% | -17.4% |
| YTD | -4.7% | +41.1% | -45.8% | -18.5% |
| 1Y | -9.2% | +61.3% | -70.5% | -26.7% |
| 3Y | -24.7% | +123.6% | -148.3% | -50.5% |
| 5Y | -21.6% | +214.8% | -236.3% | -58.7% |
| All | +4.4% | +518.6% | -514.2% | -69.1% |
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