+46.1%
ES vs WCC
+106.2%
-60.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.6% | +11.6% | +2.4% |
| 7D | +5.9% | -21.9% | +27.8% | +6.7% |
| 30D | +10.2% | -25.4% | +35.6% | +11.2% |
| 3M | +0.4% | -23.1% | +23.5% | +1.2% |
| 6M | +6.9% | -18.1% | +24.9% | +7.3% |
| YTD | +10.5% | +17.7% | -7.2% | +8.4% |
| 1Y | +3.2% | +12.4% | -9.2% | +1.4% |
| All | +46.1% | +106.2% | -60.1% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling