+363.5%
SE vs WCC
+449.8%
-86.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.7% |
| 7D | -0.5% | +9.9% | -10.4% | -3.7% |
| 30D | -20.9% | -8.4% | -12.5% | -19.2% |
| 3M | -38.9% | -10.3% | -28.6% | -37.5% |
| 6M | -19.4% | -10.5% | -8.9% | -18.7% |
| YTD | -40.9% | +32.2% | -73.1% | -48.7% |
| 1Y | -46.2% | +25.5% | -71.7% | -52.5% |
| 3Y | +63.7% | +134.7% | -71.0% | +8.5% |
| 5Y | -77.9% | +139.9% | -217.8% | -85.9% |
| All | +363.5% | +449.8% | -86.3% | +114.8% |
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