-19.1%
TE vs WCC
+129.2%
-148.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -1.8% |
| 7D | +15.0% | +6.8% | +8.2% | +8.7% |
| 30D | -7.5% | -3.0% | -4.5% | -5.2% |
| 3M | -42.0% | +0.2% | -42.2% | -41.1% |
| 6M | -31.4% | +33.2% | -64.6% | -46.6% |
| YTD | -26.5% | +45.8% | -72.3% | -47.2% |
| 1Y | +153.1% | +68.4% | +84.7% | +55.0% |
| All | -19.1% | +129.2% | -148.3% | -59.1% |
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 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