+481.0%
CF vs WCC
+460.5%
+20.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +4.8% | -9.9% | +14.7% | +7.2% |
| 30D | +9.7% | -13.4% | +23.1% | +12.9% |
| 3M | +1.2% | -13.5% | +14.7% | +3.6% |
| 6M | +7.4% | -10.6% | +18.0% | +7.4% |
| YTD | +60.5% | +30.1% | +30.4% | +39.7% |
| 1Y | +50.7% | +22.3% | +28.4% | +33.5% |
| 3Y | +64.8% | +130.3% | -65.5% | +6.7% |
| 5Y | +115.8% | +144.5% | -28.7% | +24.0% |
| 10Y | +481.0% | +431.8% | +49.2% | +100.8% |
| All | +481.0% | +460.5% | +20.5% | +100.8% |
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