+119.2%
CAG vs WCC
+1,713.7%
-1,594.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.2% |
| 7D | -3.8% | +4.5% | -8.3% | -4.2% |
| 30D | +3.1% | -5.8% | +8.9% | +3.5% |
| 3M | +23.5% | -3.7% | +27.1% | +23.4% |
| 6M | -14.8% | +23.1% | -37.9% | -16.9% |
| YTD | -5.4% | +44.2% | -49.6% | -9.1% |
| 1Y | -11.8% | +62.1% | -73.9% | -16.2% |
| 3Y | -36.7% | +121.1% | -157.8% | -42.6% |
| 5Y | -40.3% | +214.0% | -254.2% | -48.5% |
| 10Y | -37.0% | +472.8% | -509.8% | -50.9% |
| All | +119.2% | +1,713.7% | -1,594.5% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling