+529.3%
WCC vs EFV
+169.9%
+359.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +1.9% |
| 7D | +1.4% | -0.8% | +2.2% | +2.7% |
| 30D | -2.3% | +0.6% | -2.9% | -3.2% |
| 3M | +3.7% | +7.5% | -3.9% | -7.0% |
| 6M | +34.8% | +13.0% | +21.8% | +12.7% |
| YTD | +46.1% | +18.3% | +27.8% | +13.5% |
| 1Y | +62.7% | +26.7% | +36.0% | +14.0% |
| 3Y | +133.6% | +89.6% | +44.0% | -11.2% |
| 5Y | +226.1% | +98.2% | +127.8% | +17.9% |
| All | +529.3% | +169.9% | +359.4% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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