-45.4%
TE vs WCC
+228.2%
-273.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.0% |
| 7D | +15.0% | +6.8% | +8.2% | +9.9% |
| 30D | -7.5% | -3.0% | -4.5% | -5.6% |
| 3M | -42.0% | +0.2% | -42.2% | -41.1% |
| 6M | -31.4% | +33.2% | -64.6% | -43.4% |
| YTD | -26.5% | +45.8% | -72.3% | -43.0% |
| 1Y | +153.1% | +68.4% | +84.7% | +74.8% |
| 3Y | -20.7% | +131.1% | -151.8% | -54.0% |
| 5Y | -45.4% | +225.6% | -271.1% | -74.4% |
| All | -45.4% | +228.2% | -273.6% | -74.4% |
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