-64.7%
CAPR vs WCC
+492.1%
-556.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.1% | +1.3% | +6.5% |
| 7D | +36.0% | -5.7% | +41.7% | +38.4% |
| 30D | +25.8% | -13.5% | +39.3% | +31.5% |
| 3M | +140.8% | -12.9% | +153.7% | +149.7% |
| 6M | -67.6% | -10.7% | -56.9% | -67.9% |
| YTD | -65.9% | +30.0% | -95.9% | -71.5% |
| 1Y | +66.1% | +24.7% | +41.4% | +41.7% |
| 3Y | +256.9% | +136.6% | +120.3% | +119.6% |
| 5Y | +172.1% | +143.9% | +28.2% | +51.6% |
| 10Y | -64.7% | +465.9% | -530.6% | -92.7% |
| All | -64.7% | +492.1% | -556.7% | -92.7% |
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