-67.0%
SE vs WCC
+229.6%
-296.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.1% |
| 7D | +0.6% | +8.5% | -7.9% | -2.6% |
| 30D | -0.1% | -1.0% | +0.9% | 0.0% |
| 3M | +34.1% | +2.1% | +32.0% | +30.9% |
| 6M | +23.2% | +36.8% | -13.6% | +4.6% |
| YTD | -11.2% | +47.7% | -58.9% | -27.7% |
| 1Y | -40.5% | +66.5% | -107.0% | -54.6% |
| 3Y | +196.3% | +134.2% | +62.1% | +74.8% |
| 5Y | -67.0% | +231.6% | -298.7% | -85.7% |
| All | -67.0% | +229.6% | -296.7% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling