-16.1%
Z vs WCC
+457.1%
-473.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -3.2% |
| 7D | -4.6% | -14.7% | +10.1% | +0.1% |
| 30D | +8.3% | -20.1% | +28.4% | +15.3% |
| 3M | -11.6% | -21.2% | +9.6% | -6.2% |
| 6M | -33.6% | -19.2% | -14.5% | -31.3% |
| YTD | -56.7% | +20.2% | -76.9% | -62.1% |
| 1Y | -59.1% | +14.5% | -73.6% | -63.6% |
| 3Y | -20.4% | +115.1% | -135.5% | -48.0% |
| 5Y | -55.3% | +121.5% | -176.8% | -72.9% |
| All | -16.1% | +457.1% | -473.2% | -68.7% |
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