+99.4%
DE vs WCC
+211.6%
-112.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +1.0% |
| 7D | -2.4% | +1.7% | -4.0% | -2.9% |
| 30D | +9.7% | -6.1% | +15.8% | +11.3% |
| 3M | +21.4% | +3.1% | +18.3% | +19.4% |
| 6M | +15.0% | +28.2% | -13.2% | +6.1% |
| YTD | +46.4% | +41.1% | +5.3% | +31.2% |
| 1Y | +45.6% | +61.3% | -15.7% | +24.7% |
| 3Y | +76.8% | +123.6% | -46.9% | +29.9% |
| 5Y | +99.4% | +214.8% | -115.4% | +17.9% |
| All | +99.4% | +211.6% | -112.2% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling