-14.6%
EW vs WCC
+117.0%
-131.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.0% |
| 7D | +11.0% | -14.7% | +25.7% | +13.3% |
| 30D | +19.1% | -20.1% | +39.1% | +22.6% |
| 3M | +14.4% | -21.2% | +35.5% | +17.7% |
| 6M | +22.8% | -19.2% | +41.9% | +25.2% |
| YTD | +19.8% | +20.2% | -0.4% | +13.4% |
| 1Y | +23.9% | +14.5% | +9.4% | +18.2% |
| 3Y | +52.2% | +115.1% | -62.9% | +22.3% |
| All | -14.6% | +117.0% | -131.5% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling