+938.9%
ES vs WCC
+1,412.6%
-473.7%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.1% |
| 7D | +1.9% | -14.7% | +16.6% | +3.4% |
| 30D | +7.1% | -20.1% | +27.1% | +9.3% |
| 3M | -1.9% | -21.2% | +19.2% | +0.1% |
| 6M | +4.4% | -19.2% | +23.5% | +5.8% |
| YTD | +7.3% | +20.2% | -12.9% | +3.7% |
| 1Y | +2.1% | +14.5% | -12.3% | -0.9% |
| 3Y | +41.8% | +115.1% | -73.3% | +25.1% |
| 5Y | +1.4% | +121.5% | -120.1% | -12.8% |
| 10Y | +86.8% | +468.1% | -381.4% | +35.2% |
| All | +938.9% | +1,412.6% | -473.7% | +489.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling