-16.0%
Z vs WCC
+460.5%
-476.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.5% |
| 7D | -6.5% | -9.9% | +3.5% | -3.5% |
| 30D | -0.1% | -13.4% | +13.3% | +3.6% |
| 3M | -14.1% | -13.5% | -0.7% | -11.7% |
| 6M | -30.1% | -10.6% | -19.4% | -30.0% |
| YTD | -57.5% | +30.1% | -87.6% | -63.9% |
| 1Y | -60.3% | +22.3% | -82.7% | -65.5% |
| 3Y | -21.0% | +130.3% | -151.3% | -49.7% |
| 5Y | -54.9% | +144.5% | -199.4% | -73.8% |
| 10Y | -16.0% | +431.8% | -447.9% | -71.3% |
| All | -16.0% | +460.5% | -476.6% | -71.3% |
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