+5,967.0%
CF vs WCC
+1,007.3%
+4,959.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.9% | -7.1% | -4.7% |
| 7D | +6.0% | +4.5% | +1.5% | +4.1% |
| 30D | +14.8% | -5.8% | +20.6% | +17.0% |
| 3M | +14.1% | -3.7% | +17.7% | +13.4% |
| 6M | +28.5% | +23.1% | +5.5% | +12.4% |
| YTD | +74.9% | +44.2% | +30.8% | +42.4% |
| 1Y | +61.7% | +62.1% | -0.4% | +23.6% |
| 3Y | +80.3% | +121.1% | -40.8% | +7.8% |
| 5Y | +226.0% | +214.0% | +12.0% | +48.6% |
| 10Y | +569.9% | +472.8% | +97.1% | +96.1% |
| All | +5,967.0% | +1,007.3% | +4,959.7% | +949.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling