-80.5%
TE vs WCC
+463.7%
-544.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.4% | -2.3% |
| 7D | -19.1% | +9.9% | -29.0% | -22.7% |
| 30D | -34.1% | -8.4% | -25.7% | -31.3% |
| 3M | -60.1% | -10.3% | -49.8% | -57.9% |
| 6M | -66.0% | -10.5% | -55.5% | -63.4% |
| YTD | -71.4% | +32.2% | -103.6% | -73.9% |
| 1Y | -45.3% | +25.5% | -70.8% | -49.0% |
| 3Y | +9.1% | +134.7% | -125.5% | -15.4% |
| 5Y | -82.6% | +139.9% | -222.5% | -86.8% |
| All | -80.5% | +463.7% | -544.3% | -86.1% |
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