+37.4%
CAVA vs WCC
+127.7%
-90.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.9% |
| 7D | -1.5% | +8.5% | -10.0% | -4.3% |
| 30D | -3.7% | -1.0% | -2.7% | -3.6% |
| 3M | -18.3% | +2.1% | -20.4% | -19.9% |
| 6M | -23.5% | +36.8% | -60.3% | -33.5% |
| YTD | +2.5% | +47.7% | -45.3% | -14.0% |
| 1Y | -8.0% | +66.5% | -74.5% | -27.4% |
| 3Y | +53.5% | +134.2% | -80.7% | -2.9% |
| All | +37.4% | +127.7% | -90.3% | -13.7% |
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