+236.1%
EW vs WCC
+460.5%
-224.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +9.3% | -9.9% | +19.2% | +11.0% |
| 30D | +22.1% | -13.4% | +35.5% | +24.7% |
| 3M | +13.0% | -13.5% | +26.5% | +15.1% |
| 6M | +30.1% | -10.6% | +40.7% | +30.7% |
| YTD | +22.0% | +30.1% | -8.1% | +13.0% |
| 1Y | +23.7% | +22.3% | +1.4% | +15.9% |
| 3Y | +62.0% | +130.3% | -68.3% | +26.7% |
| 5Y | -12.4% | +144.5% | -156.9% | -35.3% |
| 10Y | +236.1% | +431.8% | -195.8% | +89.9% |
| All | +236.1% | +460.5% | -224.5% | +89.9% |
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 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