+92.6%
CAPR vs WCC
+216.1%
-123.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | +0.3% |
| 7D | -2.0% | +4.5% | -6.5% | -3.1% |
| 30D | +139.2% | -5.8% | +145.0% | +142.8% |
| 3M | -66.4% | -3.7% | -62.7% | -66.7% |
| 6M | -63.1% | +23.1% | -86.2% | -66.2% |
| YTD | -67.4% | +44.2% | -111.6% | -71.7% |
| 1Y | +58.2% | +62.1% | -3.8% | +34.0% |
| 3Y | +42.2% | +121.1% | -78.9% | +7.5% |
| All | +92.6% | +216.1% | -123.4% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling