+668.0%
BE vs WCC
+468.6%
+199.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.3% | -3.7% |
| 7D | +10.8% | +9.9% | +0.9% | +3.8% |
| 30D | -19.8% | -8.4% | -11.3% | -13.0% |
| 3M | -18.7% | -10.3% | -8.4% | -9.8% |
| 6M | -33.7% | -10.5% | -23.3% | -24.1% |
| YTD | +121.0% | +32.2% | +88.8% | +92.9% |
| 1Y | +85.4% | +25.5% | +59.9% | +68.9% |
| 3Y | +1,709.5% | +134.7% | +1,574.8% | +904.8% |
| 5Y | +462.2% | +139.9% | +322.3% | +185.4% |
| All | +668.0% | +468.6% | +199.4% | +36.1% |
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