+186.3%
SE vs WCC
+131.2%
+55.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.8% |
| 7D | -6.1% | +4.5% | -10.6% | -7.1% |
| 30D | -2.5% | -5.8% | +3.3% | -1.2% |
| 3M | +21.7% | -3.7% | +25.4% | +21.9% |
| 6M | +27.0% | +23.1% | +3.9% | +17.5% |
| YTD | -12.1% | +44.2% | -56.3% | -22.7% |
| 1Y | -40.9% | +62.1% | -103.0% | -50.1% |
| All | +186.3% | +131.2% | +55.1% | +144.6% |
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