+33.7%
CFG vs WCC
+24.5%
+9.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.9% | +12.3% | +4.3% |
| 7D | +1.8% | -8.8% | +10.6% | +3.3% |
| 30D | +3.3% | -16.0% | +19.3% | +6.7% |
| 3M | -9.8% | -15.2% | +5.4% | -7.3% |
| 6M | +5.2% | -8.4% | +13.6% | +5.1% |
| YTD | +16.1% | +30.1% | -14.0% | -1.1% |
| 1Y | +33.7% | +26.4% | +7.2% | +13.0% |
| All | +33.7% | +24.5% | +9.2% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling