+316.4%
CFG vs WCC
+278.1%
+38.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -2.0% |
| 7D | -0.9% | -14.7% | +13.8% | +6.2% |
| 30D | +1.1% | -20.1% | +21.1% | +11.1% |
| 3M | -12.0% | -21.2% | +9.2% | -3.5% |
| 6M | -2.2% | -19.2% | +16.9% | +3.9% |
| YTD | +11.4% | +20.2% | -8.8% | -4.9% |
| 1Y | +27.8% | +14.5% | +13.4% | +11.6% |
| 3Y | +173.3% | +115.1% | +58.2% | +58.0% |
| 5Y | +62.4% | +121.5% | -59.1% | -14.9% |
| 10Y | +249.6% | +468.1% | -218.5% | -11.7% |
| All | +316.4% | +278.1% | +38.3% | +16.4% |
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