+60.4%
CF vs WCC
+106.2%
-45.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -9.6% | +15.7% | +5.9% |
| 7D | +0.4% | -21.9% | +22.3% | 0.0% |
| 30D | +2.2% | -25.4% | +27.6% | +1.8% |
| 3M | +2.1% | -23.1% | +25.2% | +1.8% |
| 6M | -6.5% | -18.1% | +11.5% | -6.7% |
| YTD | +55.6% | +17.7% | +37.9% | +52.1% |
| 1Y | +42.3% | +12.4% | +29.9% | +39.6% |
| All | +60.4% | +106.2% | -45.8% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling