-98.0%
CAPR vs WCC
+368.3%
-466.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.5% | +4.2% |
| 7D | +41.1% | -14.7% | +55.8% | +45.8% |
| 30D | +11.1% | -20.1% | +31.2% | +16.3% |
| 3M | +115.3% | -21.2% | +136.5% | +125.5% |
| 6M | -73.8% | -19.2% | -54.7% | -73.4% |
| YTD | -68.8% | +20.2% | -89.0% | -71.5% |
| 1Y | +43.3% | +14.5% | +28.9% | +32.9% |
| 3Y | +214.7% | +115.1% | +99.6% | +143.4% |
| 5Y | +141.3% | +121.5% | +19.8% | +79.1% |
| 10Y | -67.0% | +468.1% | -535.1% | -83.1% |
| All | -98.0% | +368.3% | -466.3% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling