-53.2%
TE vs WCC
+514.8%
-568.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.5% | -0.4% |
| 7D | -4.0% | +4.5% | -8.4% | -5.8% |
| 30D | -15.9% | -5.8% | -10.1% | -13.8% |
| 3M | -60.5% | -3.7% | -56.9% | -59.3% |
| 6M | -35.2% | +23.1% | -58.3% | -40.0% |
| YTD | -31.1% | +44.2% | -75.3% | -39.9% |
| 1Y | +148.6% | +62.1% | +86.6% | +106.0% |
| 3Y | -26.4% | +121.1% | -147.5% | -43.8% |
| 5Y | -48.0% | +214.0% | -262.0% | -62.9% |
| All | -53.2% | +514.8% | -568.0% | -68.1% |
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 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