+247.9%
CB vs WCC
+440.3%
-192.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | 0.0% | +14.2% | -14.2% | -2.6% |
| 30D | +7.4% | -9.8% | +17.2% | +8.9% |
| 3M | +8.6% | -10.1% | +18.7% | +9.7% |
| 6M | +16.1% | -9.4% | +25.6% | +16.1% |
| YTD | +20.2% | +34.4% | -14.2% | +9.0% |
| 1Y | +27.2% | +23.3% | +3.9% | +17.4% |
| 3Y | +72.7% | +137.9% | -65.2% | +27.3% |
| 5Y | +105.9% | +144.0% | -38.0% | +42.1% |
| All | +247.9% | +440.3% | -192.4% | +56.7% |
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 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