+355.0%
SE vs WCC
+459.1%
-104.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.3% | -7.0% | -4.7% |
| 7D | -7.7% | +3.3% | -11.1% | -8.9% |
| 30D | -22.8% | -9.4% | -13.4% | -20.9% |
| 3M | -43.7% | -10.5% | -33.2% | -42.4% |
| 6M | -12.8% | -10.4% | -2.4% | -12.1% |
| YTD | -42.0% | +34.4% | -76.4% | -49.9% |
| 1Y | -48.0% | +27.7% | -75.7% | -54.4% |
| 3Y | +62.7% | +137.9% | -75.3% | +7.3% |
| 5Y | -77.8% | +147.0% | -224.8% | -86.0% |
| All | +355.0% | +459.1% | -104.0% | +109.8% |
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 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