+417.7%
WCC vs EFV
+163.3%
+254.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -2.2% |
| 7D | +9.9% | +2.5% | +7.4% | +6.0% |
| 30D | -8.4% | +2.9% | -11.4% | -12.8% |
| 3M | -10.3% | -1.4% | -8.9% | -8.8% |
| 6M | -10.5% | +5.5% | -16.0% | -17.8% |
| YTD | +32.2% | +16.1% | +16.1% | +5.1% |
| 1Y | +25.5% | +20.3% | +5.3% | -5.5% |
| 3Y | +134.7% | +90.4% | +44.3% | -12.5% |
| 5Y | +139.9% | +93.5% | +46.4% | -11.0% |
| All | +417.7% | +163.3% | +254.3% | +38.9% |
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