+621.5%
XYZ vs WCC
+453.1%
+168.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.2% | -1.3% |
| 7D | -2.2% | +3.3% | -5.5% | -3.8% |
| 30D | +11.6% | -9.4% | +21.0% | +14.6% |
| 3M | +8.4% | -10.5% | +18.9% | +11.1% |
| 6M | +17.2% | -10.4% | +27.6% | +18.0% |
| YTD | +31.7% | +34.4% | -2.7% | +6.7% |
| 1Y | +30.1% | +27.7% | +2.4% | +7.8% |
| 3Y | +66.4% | +137.9% | -71.5% | -4.9% |
| 5Y | -62.2% | +147.0% | -209.2% | -79.2% |
| 10Y | +621.5% | +442.5% | +179.1% | +114.4% |
| All | +621.5% | +453.1% | +168.4% | +114.4% |
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