-77.3%
CAPR vs WCC
+506.2%
-583.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.2% |
| 7D | -12.6% | +6.8% | -19.4% | -14.8% |
| 30D | +124.4% | -3.0% | +127.4% | +127.0% |
| 3M | -66.8% | +0.2% | -67.0% | -68.0% |
| 6M | -71.8% | +33.2% | -105.0% | -75.9% |
| YTD | -70.1% | +45.8% | -115.9% | -75.6% |
| 1Y | +33.3% | +68.4% | -35.0% | +2.4% |
| 3Y | +36.7% | +131.1% | -94.4% | -13.2% |
| 5Y | +72.5% | +225.6% | -153.2% | -14.4% |
| 10Y | -77.3% | +534.2% | -611.4% | -95.2% |
| All | -77.3% | +506.2% | -583.5% | -95.2% |
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