+691.3%
ED vs WCC
+1,713.7%
-1,022.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.2% | -1.6% |
| 7D | -0.2% | +4.5% | -4.7% | -0.5% |
| 30D | -0.1% | -5.8% | +5.7% | +0.2% |
| 3M | +3.9% | -3.7% | +7.6% | +3.9% |
| 6M | -3.0% | +23.1% | -26.1% | -4.7% |
| YTD | +10.7% | +44.2% | -33.5% | +7.5% |
| 1Y | +13.3% | +62.1% | -48.8% | +9.1% |
| 3Y | +34.5% | +121.1% | -86.6% | +24.7% |
| 5Y | +67.1% | +214.0% | -146.8% | +49.0% |
| 10Y | +103.0% | +472.8% | -369.7% | +66.8% |
| All | +691.3% | +1,713.7% | -1,022.4% | +456.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling