+3.6%
ES vs WCC
+117.0%
-113.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.0% |
| 7D | +1.9% | -14.7% | +16.6% | +2.8% |
| 30D | +7.1% | -20.1% | +27.1% | +8.5% |
| 3M | -1.9% | -21.2% | +19.2% | -0.7% |
| 6M | +4.4% | -19.2% | +23.5% | +5.3% |
| YTD | +7.3% | +20.2% | -12.9% | +4.3% |
| 1Y | +2.1% | +14.5% | -12.3% | -0.4% |
| 3Y | +41.8% | +115.1% | -73.3% | +25.9% |
| All | +3.6% | +117.0% | -113.3% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling