+27.6%
CAVA vs WCC
+125.6%
-98.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.3% | +2.2% |
| 7D | -8.0% | +1.5% | -9.6% | -8.5% |
| 30D | -19.6% | -2.1% | -17.4% | -19.1% |
| 3M | -36.7% | +3.8% | -40.5% | -38.2% |
| 6M | -30.6% | +35.0% | -65.6% | -39.4% |
| YTD | -4.8% | +46.4% | -51.1% | -19.8% |
| 1Y | -13.1% | +63.0% | -76.1% | -30.9% |
| 3Y | +48.8% | +133.9% | -85.2% | -5.8% |
| All | +27.6% | +125.6% | -98.0% | -19.5% |
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