+110.5%
CF vs WCC
+112.3%
-1.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -9.6% | +15.7% | +6.8% |
| 7D | +0.4% | -21.9% | +22.3% | +2.0% |
| 30D | +2.2% | -25.4% | +27.6% | +4.1% |
| 3M | +2.1% | -23.1% | +25.2% | +3.7% |
| 6M | -6.5% | -18.1% | +11.5% | -5.9% |
| YTD | +55.6% | +17.7% | +37.9% | +48.9% |
| 1Y | +42.3% | +12.4% | +29.9% | +36.9% |
| 3Y | +55.7% | +105.9% | -50.1% | +30.7% |
| All | +110.5% | +112.3% | -1.8% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling