+157.1%
EWT vs WCC
+134.5%
+22.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.7% |
| 7D | +9.1% | +9.9% | -0.8% | +5.8% |
| 30D | -12.2% | -8.4% | -3.8% | -9.9% |
| 3M | -9.4% | -10.3% | +0.9% | -6.7% |
| 6M | +2.7% | -10.5% | +13.1% | +5.6% |
| YTD | +53.3% | +32.2% | +21.1% | +40.6% |
| 1Y | +59.2% | +25.5% | +33.6% | +47.9% |
| 3Y | +157.1% | +134.7% | +22.4% | +94.2% |
| All | +157.1% | +134.5% | +22.6% | +94.2% |
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