+225.3%
WCC vs EFV
+94.7%
+130.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | 0.0% |
| 7D | +6.8% | -0.5% | +7.3% | +7.6% |
| 30D | -3.0% | 0.0% | -3.0% | -3.1% |
| 3M | +0.2% | +8.4% | -8.2% | -10.8% |
| 6M | +33.2% | +12.3% | +20.8% | +13.2% |
| YTD | +45.8% | +17.4% | +28.4% | +15.9% |
| 1Y | +68.4% | +27.1% | +41.3% | +19.4% |
| 3Y | +131.1% | +90.7% | +40.4% | -9.4% |
| All | +225.3% | +94.7% | +130.7% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling