+70.3%
SE vs WCC
+110.7%
-40.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.4% |
| 7D | +2.0% | -14.7% | +16.7% | +5.5% |
| 30D | -20.0% | -20.1% | +0.1% | -16.1% |
| 3M | -31.8% | -21.2% | -10.6% | -28.5% |
| 6M | -15.9% | -19.2% | +3.3% | -13.1% |
| YTD | -40.6% | +20.2% | -60.9% | -45.9% |
| 1Y | -50.7% | +14.5% | -65.1% | -54.5% |
| 3Y | +70.3% | +115.1% | -44.8% | +102.0% |
| All | +70.3% | +110.7% | -40.4% | +102.0% |
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