-37.7%
CAG vs WCC
+541.6%
-579.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -0.9% |
| 7D | -5.7% | +1.5% | -7.2% | -5.8% |
| 30D | -2.4% | -2.1% | -0.3% | -2.3% |
| 3M | +9.8% | +3.8% | +6.0% | +9.2% |
| 6M | -10.8% | +35.0% | -45.8% | -13.5% |
| YTD | -10.8% | +46.4% | -57.2% | -14.1% |
| 1Y | -19.0% | +63.0% | -81.9% | -22.8% |
| 3Y | -39.7% | +133.9% | -173.6% | -45.5% |
| 5Y | -43.0% | +226.5% | -269.5% | -51.3% |
| All | -37.7% | +541.6% | -579.3% | -52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling