+238.8%
EQX vs WCC
+681.1%
-442.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +0.9% |
| 7D | -3.2% | +1.5% | -4.7% | -3.5% |
| 30D | +7.8% | -2.1% | +9.9% | +8.1% |
| 3M | +21.3% | +3.8% | +17.5% | +20.0% |
| 6M | -22.4% | +35.0% | -57.4% | -27.0% |
| YTD | -11.3% | +46.4% | -57.7% | -17.9% |
| 1Y | +13.5% | +63.0% | -49.5% | +2.9% |
| 3Y | +162.1% | +133.9% | +28.2% | +113.6% |
| 5Y | +84.2% | +226.5% | -142.3% | +36.5% |
| All | +238.8% | +681.1% | -442.3% | +111.7% |
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 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