+362.4%
CFG vs WCC
+353.4%
+8.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -3.9% | -2.0% |
| 7D | +1.5% | +4.5% | -2.9% | -0.7% |
| 30D | -3.8% | -5.8% | +2.0% | -1.3% |
| 3M | +11.5% | -3.7% | +15.1% | +11.4% |
| 6M | +19.2% | +23.1% | -3.9% | +3.5% |
| YTD | +23.7% | +44.2% | -20.4% | -1.4% |
| 1Y | +38.8% | +62.1% | -23.2% | +2.9% |
| 3Y | +178.9% | +121.1% | +57.8% | +63.4% |
| 5Y | +101.8% | +214.0% | -112.2% | -10.6% |
| 10Y | +317.3% | +472.8% | -155.5% | +4.2% |
| All | +362.4% | +353.4% | +8.9% | +20.7% |
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