+235.6%
CAPR vs WCC
+134.5%
+101.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.7% | -5.3% | -6.5% |
| 7D | +5.9% | +9.9% | -4.1% | +3.8% |
| 30D | +44.6% | -8.4% | +53.1% | +47.0% |
| 3M | +126.4% | -10.3% | +136.7% | +130.6% |
| 6M | -68.6% | -10.5% | -58.1% | -68.5% |
| YTD | -67.0% | +32.2% | -99.2% | -71.3% |
| 1Y | +65.2% | +25.5% | +39.6% | +47.2% |
| 3Y | +235.6% | +134.7% | +100.9% | +162.4% |
| All | +235.6% | +134.5% | +101.1% | +162.4% |
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