+470.7%
CF vs WCC
+440.3%
+30.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +5.4% | +14.2% | -8.9% | +1.6% |
| 30D | +6.5% | -9.8% | +16.4% | +8.5% |
| 3M | +4.6% | -10.1% | +14.7% | +6.0% |
| 6M | -3.3% | -9.4% | +6.1% | -3.6% |
| YTD | +63.9% | +34.4% | +29.5% | +41.4% |
| 1Y | +50.4% | +23.3% | +27.2% | +33.1% |
| 3Y | +68.2% | +137.9% | -69.7% | +8.0% |
| 5Y | +113.8% | +144.0% | -30.1% | +23.9% |
| All | +470.7% | +440.3% | +30.4% | +94.0% |
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