-67.1%
CAPR vs WCC
+440.3%
-507.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | 0.0% | -8.7% | -8.7% |
| 7D | +19.1% | +14.2% | +4.8% | +13.9% |
| 30D | +48.8% | -9.8% | +58.7% | +53.6% |
| 3M | +144.4% | -10.1% | +154.5% | +151.2% |
| 6M | -67.5% | -9.4% | -58.1% | -68.0% |
| YTD | -64.5% | +34.4% | -98.9% | -70.6% |
| 1Y | +74.4% | +23.3% | +51.2% | +50.2% |
| 3Y | +265.7% | +137.9% | +127.8% | +125.7% |
| 5Y | +196.0% | +144.0% | +52.0% | +66.2% |
| All | -67.1% | +440.3% | -507.4% | -92.8% |
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