+944.6%
ES vs WCC
+1,713.7%
-769.2%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -1.0% |
| 7D | +0.3% | +4.5% | -4.2% | -0.2% |
| 30D | -2.0% | -5.8% | +3.8% | -1.4% |
| 3M | +1.7% | -3.7% | +5.3% | +1.7% |
| 6M | -3.5% | +23.1% | -26.6% | -6.4% |
| YTD | +7.9% | +44.2% | -36.2% | +2.7% |
| 1Y | +17.2% | +62.1% | -44.9% | +9.7% |
| 3Y | +29.3% | +121.1% | -91.8% | +14.2% |
| 5Y | -5.7% | +214.0% | -219.7% | -21.8% |
| 10Y | +85.2% | +472.8% | -387.6% | +34.7% |
| All | +944.6% | +1,713.7% | -769.2% | +483.9% |
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