+89.2%
ES vs WCC
+460.5%
-371.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.9% | -9.9% | +10.8% | +1.6% |
| 30D | +5.9% | -13.4% | +19.3% | +6.9% |
| 3M | -1.0% | -13.5% | +12.4% | -0.2% |
| 6M | +7.2% | -10.6% | +17.8% | +7.4% |
| YTD | +7.0% | +30.1% | -23.1% | +3.2% |
| 1Y | +0.5% | +22.3% | -21.9% | -2.7% |
| 3Y | +48.7% | +130.3% | -81.6% | +32.0% |
| 5Y | +1.9% | +144.5% | -142.6% | -11.8% |
| 10Y | +89.2% | +431.8% | -342.7% | +39.3% |
| All | +89.2% | +460.5% | -371.4% | +39.3% |
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 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