+83.5%
ES vs WCC
+498.7%
-415.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.9% |
| 7D | +0.3% | +4.5% | -4.2% | -0.1% |
| 30D | -2.0% | -5.8% | +3.8% | -1.5% |
| 3M | +1.7% | -3.7% | +5.3% | +1.7% |
| 6M | -3.5% | +23.1% | -26.6% | -5.9% |
| YTD | +7.9% | +44.2% | -36.2% | +3.6% |
| 1Y | +17.2% | +62.1% | -44.9% | +10.9% |
| 3Y | +29.3% | +121.1% | -91.8% | +15.9% |
| 5Y | -5.7% | +214.0% | -219.7% | -20.0% |
| All | +83.5% | +498.7% | -415.2% | +31.0% |
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