+471.5%
CF vs WCC
+431.3%
+40.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | +4.8% | +9.9% | -5.2% | +2.0% |
| 30D | +4.7% | -8.4% | +13.2% | +6.2% |
| 3M | +7.4% | -10.3% | +17.8% | +8.8% |
| 6M | +0.6% | -10.5% | +11.1% | +0.6% |
| YTD | +64.1% | +32.2% | +31.9% | +42.2% |
| 1Y | +51.4% | +25.5% | +25.9% | +33.1% |
| 3Y | +67.8% | +134.7% | -66.9% | +8.1% |
| 5Y | +114.1% | +139.9% | -25.8% | +24.6% |
| All | +471.5% | +431.3% | +40.1% | +95.1% |
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