-5.6%
CAG vs WCC
+24.5%
-30.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -9.9% | +15.9% | +4.6% |
| 7D | +9.7% | -8.8% | +18.5% | +8.5% |
| 30D | +15.8% | -16.0% | +31.8% | +14.1% |
| 3M | +1.8% | -15.2% | +17.0% | +0.6% |
| 6M | +11.5% | -8.4% | +19.9% | +10.6% |
| YTD | -6.7% | +30.1% | -36.8% | -10.0% |
| 1Y | -5.6% | +26.4% | -32.1% | -9.4% |
| All | -5.6% | +24.5% | -30.1% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling