+17.1%
EW vs WCC
+137.6%
-120.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.0% | -3.8% |
| 7D | -4.4% | +8.5% | -12.9% | -5.3% |
| 30D | -3.3% | -1.0% | -2.4% | -3.3% |
| 3M | +1.0% | +2.1% | -1.1% | +0.5% |
| 6M | +6.2% | +36.8% | -30.6% | +1.5% |
| YTD | +1.7% | +47.7% | -46.0% | -3.8% |
| 1Y | +8.1% | +66.5% | -58.4% | +0.6% |
| 3Y | +17.1% | +134.2% | -117.1% | +2.7% |
| All | +17.1% | +137.6% | -120.5% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling