+52.8%
ES vs WCC
+138.4%
-85.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +1.2% |
| 7D | +0.1% | +3.3% | -3.2% | 0.0% |
| 30D | +6.7% | -9.4% | +16.2% | +7.0% |
| 3M | +0.3% | -10.5% | +10.8% | +0.6% |
| 6M | +7.4% | -10.4% | +17.8% | +7.7% |
| YTD | +8.4% | +34.4% | -26.0% | +5.9% |
| 1Y | +0.6% | +27.7% | -27.0% | -1.4% |
| All | +52.8% | +138.4% | -85.6% | +24.3% |
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