+133.9%
WCC vs EFV
+90.2%
+43.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.7% | +2.1% |
| 7D | +1.5% | -0.8% | +2.3% | +2.8% |
| 30D | -2.1% | +0.6% | -2.8% | -3.0% |
| 3M | +3.8% | +7.5% | -3.7% | -6.6% |
| 6M | +35.0% | +13.0% | +22.0% | +13.5% |
| YTD | +46.4% | +18.3% | +28.0% | +14.5% |
| 1Y | +63.0% | +26.7% | +36.3% | +15.4% |
| 3Y | +133.9% | +89.6% | +44.4% | -17.8% |
| All | +133.9% | +90.2% | +43.7% | -17.8% |
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