-53.4%
TE vs WCC
+501.8%
-555.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.2% | -3.5% | -5.3% |
| 7D | +0.9% | +1.7% | -0.8% | +0.3% |
| 30D | -16.3% | -6.1% | -10.2% | -13.9% |
| 3M | -40.8% | +3.1% | -43.8% | -40.7% |
| 6M | -42.6% | +28.2% | -70.8% | -47.6% |
| YTD | -31.4% | +41.1% | -72.5% | -39.5% |
| 1Y | +144.9% | +61.3% | +83.6% | +103.8% |
| 3Y | -26.0% | +123.6% | -149.7% | -43.3% |
| 5Y | -48.5% | +214.8% | -263.3% | -62.9% |
| All | -53.4% | +501.8% | -555.1% | -67.8% |
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