-30.8%
EFX vs WCC
+62.7%
-93.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | -0.3% |
| 7D | -11.1% | +1.7% | -12.8% | -11.0% |
| 30D | -7.4% | -6.1% | -1.3% | -7.7% |
| 3M | +1.5% | +3.1% | -1.6% | +1.9% |
| 6M | -13.7% | +28.2% | -41.9% | -15.3% |
| YTD | -21.9% | +41.1% | -62.9% | -24.5% |
| 1Y | -30.8% | +61.3% | -92.1% | -34.8% |
| All | -30.8% | +62.7% | -93.5% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling