+85.6%
ES vs WCC
+492.1%
-406.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.1% | -8.6% | -1.2% |
| 7D | -0.1% | -5.7% | +5.6% | +0.2% |
| 30D | +5.7% | -13.5% | +19.2% | +6.7% |
| 3M | -2.8% | -12.9% | +10.1% | -2.1% |
| 6M | +7.0% | -10.7% | +17.6% | +7.2% |
| YTD | +6.8% | +30.0% | -23.2% | +3.0% |
| 1Y | -0.5% | +24.7% | -25.2% | -3.7% |
| 3Y | +47.2% | +136.6% | -89.4% | +30.4% |
| 5Y | +2.3% | +143.9% | -141.7% | -11.4% |
| 10Y | +85.6% | +465.9% | -380.3% | +39.4% |
| All | +85.6% | +492.1% | -406.4% | +39.4% |
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