+365.7%
SE vs WCC
+400.0%
-34.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.6% |
| 7D | +2.0% | -14.7% | +16.7% | +7.0% |
| 30D | -20.0% | -20.1% | +0.1% | -14.5% |
| 3M | -31.8% | -21.2% | -10.6% | -27.1% |
| 6M | -15.9% | -19.2% | +3.3% | -12.2% |
| YTD | -40.6% | +20.2% | -60.9% | -46.7% |
| 1Y | -50.7% | +14.5% | -65.1% | -55.1% |
| 3Y | +70.3% | +115.1% | -44.8% | +16.2% |
| 5Y | -78.8% | +121.5% | -200.3% | -86.1% |
| All | +365.7% | +400.0% | -34.3% | +123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling