+393.0%
EFA vs WCC
+4,546.7%
-4,153.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.1% |
| 7D | +1.2% | +8.5% | -7.3% | -0.8% |
| 30D | -0.7% | -1.0% | +0.3% | -0.7% |
| 3M | +6.4% | +2.1% | +4.3% | +5.2% |
| 6M | +11.4% | +36.8% | -25.4% | +2.2% |
| YTD | +14.0% | +47.7% | -33.7% | +2.3% |
| 1Y | +20.2% | +66.5% | -46.3% | +4.2% |
| 3Y | +68.2% | +134.2% | -66.0% | +28.0% |
| 5Y | +54.8% | +231.6% | -176.8% | +3.7% |
| 10Y | +142.4% | +508.1% | -365.7% | +25.3% |
| All | +393.0% | +4,546.7% | -4,153.7% | +58.7% |
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 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