+271.2%
EW vs WCC
+431.3%
-160.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.6% |
| 7D | +4.9% | +9.9% | -5.0% | +3.0% |
| 30D | +23.9% | -8.4% | +32.4% | +25.4% |
| 3M | +15.8% | -10.3% | +26.1% | +17.1% |
| 6M | +31.7% | -10.5% | +42.1% | +32.4% |
| YTD | +25.7% | +32.2% | -6.5% | +16.0% |
| 1Y | +24.4% | +25.5% | -1.1% | +16.0% |
| 3Y | +65.9% | +134.7% | -68.8% | +29.0% |
| 5Y | -7.6% | +139.9% | -147.6% | -31.5% |
| All | +271.2% | +431.3% | -160.1% | +99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling