+308.6%
CFG vs WCC
+509.2%
-200.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -2.4% |
| 7D | +2.7% | +8.5% | -5.8% | -1.6% |
| 30D | -3.7% | -1.0% | -2.7% | -3.6% |
| 3M | +9.5% | +2.1% | +7.4% | +6.1% |
| 6M | +22.2% | +36.8% | -14.6% | 0.0% |
| YTD | +22.3% | +47.7% | -25.4% | -4.5% |
| 1Y | +39.4% | +66.5% | -27.1% | +0.9% |
| 3Y | +188.5% | +134.2% | +54.3% | +60.6% |
| 5Y | +101.5% | +231.6% | -130.1% | -16.8% |
| 10Y | +308.6% | +508.1% | -199.5% | -10.5% |
| All | +308.6% | +509.2% | -200.6% | -10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling