+62.0%
CFG vs WCC
+117.0%
-54.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.8% |
| 7D | -0.9% | -14.7% | +13.8% | +4.7% |
| 30D | +1.1% | -20.1% | +21.1% | +9.0% |
| 3M | -12.0% | -21.2% | +9.2% | -5.2% |
| 6M | -2.2% | -19.2% | +16.9% | +2.9% |
| YTD | +11.4% | +20.2% | -8.8% | -2.4% |
| 1Y | +27.8% | +14.5% | +13.4% | +14.2% |
| 3Y | +173.3% | +115.1% | +58.2% | +74.1% |
| All | +62.0% | +117.0% | -54.9% | -4.6% |
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