+134.7%
WCC vs EFV
+91.8%
+42.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -2.2% |
| 7D | +9.9% | +2.5% | +7.4% | +6.3% |
| 30D | -8.4% | +2.9% | -11.4% | -12.4% |
| 3M | -10.3% | -1.4% | -8.9% | -8.7% |
| 6M | -10.5% | +5.5% | -16.0% | -17.3% |
| YTD | +32.2% | +16.1% | +16.1% | +6.3% |
| 1Y | +25.5% | +20.3% | +5.3% | -4.1% |
| 3Y | +134.7% | +90.4% | +44.3% | -19.8% |
| All | +134.7% | +91.8% | +42.9% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling