-29.4%
EW vs WCC
+229.6%
-259.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.0% | -3.9% |
| 7D | -4.4% | +8.5% | -12.9% | -5.7% |
| 30D | -3.3% | -1.0% | -2.4% | -3.3% |
| 3M | +1.0% | +2.1% | -1.1% | +0.1% |
| 6M | +6.2% | +36.8% | -30.6% | -0.4% |
| YTD | +1.7% | +47.7% | -46.0% | -6.1% |
| 1Y | +8.1% | +66.5% | -58.4% | -2.6% |
| 3Y | +17.1% | +134.2% | -117.1% | -5.6% |
| 5Y | -29.4% | +231.6% | -261.0% | -50.5% |
| All | -29.4% | +229.6% | -259.0% | -50.5% |
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