+5,326.8%
CF vs WCC
+898.5%
+4,428.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.1% | -8.2% | -3.2% |
| 7D | -0.9% | -5.7% | +4.8% | +0.5% |
| 30D | +6.9% | -13.5% | +20.4% | +11.3% |
| 3M | +4.8% | -12.9% | +17.7% | +7.8% |
| 6M | +4.7% | -10.7% | +15.3% | +4.5% |
| YTD | +56.5% | +30.0% | +26.5% | +29.9% |
| 1Y | +48.4% | +24.7% | +23.7% | +24.8% |
| 3Y | +59.1% | +136.6% | -77.4% | -9.8% |
| 5Y | +109.5% | +143.9% | -34.4% | +5.0% |
| 10Y | +487.0% | +465.9% | +21.0% | +67.6% |
| All | +5,326.8% | +898.5% | +4,428.3% | +857.2% |
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