-39.3%
CAG vs WCC
+121.8%
-161.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.7% |
| 7D | -5.9% | +1.7% | -7.6% | -5.9% |
| 30D | -1.5% | -6.1% | +4.5% | -1.5% |
| 3M | +11.5% | +3.1% | +8.4% | +11.4% |
| 6M | -15.7% | +28.2% | -43.9% | -16.5% |
| YTD | -10.2% | +41.1% | -51.3% | -11.2% |
| 1Y | -18.1% | +61.3% | -79.4% | -19.2% |
| All | -39.3% | +121.8% | -161.1% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling